MRCI Online
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| ScenarioSM Study for March Wheat(KCBT) as of Sep 16, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 21 | 14 | 23 | 23 | 29 | 27 | 21 | 21 | 22 | 19 | |
| Exceeded High | 15 | 12 | 10 | 18 | 15 | 26 | 15 | 16 | 15 | 14 | 13 | |
| Scenario Percentage | 79% | 57% | 71% | 78% | 65% | 90% | 56% | 76% | 71% | 64% | 68% | |
| Avg Max Increase | 10.37% | 14.75% | 17.24% | 12.95% | 11.70% | 7.29% | 9.49% | 7.13% | 10.86% | 10.30% | 5.80% | |
| Max Increase | 28.55% | 32.89% | 59.08% | 44.59% | 30.20% | 20.70% | 19.00% | 19.78% | 51.59% | 43.16% | 30.73% | |
| Avg Days To Max Increase | 15 | 16 | 14 | 18 | 16 | 17 | 19 | 18 | 15 | 11 | 8 | |
| Avg Max Decline | -2.09% | -1.93% | -2.78% | -1.87% | -1.61% | -1.70% | -2.53% | -2.36% | -3.33% | -1.22% | -0.36% | |
| Max Decline | -9.33% | -5.63% | -10.90% | -7.25% | -5.79% | -5.38% | -10.93% | -5.26% | -9.31% | -3.76% | -4.89% | |
| Avg Days to Max Decline | 5 | 6 | 6 | 6 | 7 | 5 | 12 | 13 | 8 | 4 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
