MRCI Online
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| ScenarioSM Study for March Wheat(KCBT) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 31 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 14 | 20 | 12 | 20 | 20 | 22 | 21 | 18 | 19 | 17 | 16 | |
| Exceeded High | 11 | 12 | 9 | 16 | 13 | 20 | 11 | 14 | 13 | 12 | 10 | |
| Scenario Percentage | 79% | 60% | 75% | 80% | 65% | 91% | 52% | 78% | 68% | 71% | 63% | |
| Avg Max Increase | 11.31% | 15.25% | 17.34% | 13.34% | 11.08% | 6.95% | 8.00% | 6.49% | 10.74% | 9.96% | 2.98% | |
| Max Increase | 28.55% | 32.89% | 59.08% | 44.59% | 30.20% | 15.65% | 19.00% | 19.78% | 51.59% | 43.16% | 6.60% | |
| Avg Days To Max Increase | 14 | 16 | 14 | 19 | 15 | 17 | 16 | 17 | 15 | 11 | 9 | |
| Avg Max Decline | -1.80% | -1.86% | -2.02% | -2.07% | -1.22% | -1.51% | -2.41% | -1.99% | -3.38% | -1.10% | -0.96% | |
| Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -5.38% | -10.93% | -4.18% | -9.31% | -3.76% | -4.89% | |
| Avg Days to Max Decline | 4 | 6 | 6 | 6 | 6 | 5 | 10 | 13 | 9 | 4 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
