MRCI Online
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| ScenarioSM Study for March Wheat(KCBT) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 38 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 18 | 22 | 14 | 22 | 21 | 27 | 25 | 20 | 21 | 21 | 19 | |
| Exceeded High | 14 | 13 | 10 | 17 | 13 | 24 | 13 | 16 | 15 | 14 | 11 | |
| Scenario Percentage | 78% | 59% | 71% | 77% | 62% | 89% | 52% | 80% | 71% | 67% | 58% | |
| Avg Max Increase | 10.75% | 14.38% | 16.43% | 12.98% | 11.08% | 6.49% | 9.12% | 7.13% | 10.46% | 10.24% | 3.46% | |
| Max Increase | 28.55% | 32.89% | 59.08% | 44.59% | 30.20% | 15.65% | 19.00% | 19.78% | 51.59% | 43.16% | 8.42% | |
| Avg Days To Max Increase | 16 | 15 | 13 | 18 | 15 | 17 | 17 | 18 | 15 | 11 | 7 | |
| Avg Max Decline | -2.08% | -1.83% | -1.75% | -1.98% | -1.22% | -1.67% | -2.58% | -2.36% | -3.24% | -1.22% | -0.73% | |
| Max Decline | -9.33% | -5.63% | -6.34% | -7.25% | -5.41% | -5.38% | -10.93% | -5.26% | -9.31% | -3.76% | -4.89% | |
| Avg Days to Max Decline | 5 | 6 | 5 | 6 | 6 | 5 | 10 | 13 | 8 | 4 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
