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ScenarioSM Study for March Wheat(KCBT) as of Jul 11, 2025 | ||||||||||||
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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 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 21 | 14 | 24 | 22 | 29 | 25 | 19 | 20 | 23 | 18 | |
Exceeded High | 17 | 11 | 11 | 18 | 14 | 26 | 14 | 16 | 16 | 15 | 12 | |
Scenario Percentage | 81% | 52% | 79% | 75% | 64% | 90% | 56% | 84% | 80% | 65% | 67% | |
Avg Max Increase | 11.38% | 13.43% | 17.19% | 12.95% | 12.61% | 7.17% | 9.62% | 7.28% | 10.98% | 10.16% | 6.11% | |
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 | 16 | 16 | 15 | 18 | 16 | 16 | 19 | 16 | 15 | 10 | 8 | |
Avg Max Decline | -2.03% | -2.07% | -2.64% | -1.87% | -1.66% | -1.68% | -2.70% | -2.36% | -3.36% | -1.22% | -0.34% | |
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 | 7 | 6 | 6 | 7 | 4 | 13 | 13 | 8 | 4 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.