MRCI Online
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| ScenarioSM Study for May Wheat(KCBT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 35 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 9 | 19 | 22 | 27 | 25 | 18 | 21 | 24 | 17 | 20 | 24 | |
| Exceeded High | 7 | 15 | 14 | 24 | 16 | 14 | 17 | 17 | 10 | 15 | 17 | |
| Scenario Percentage | 78% | 79% | 64% | 89% | 64% | 78% | 81% | 71% | 59% | 75% | 71% | |
| Avg Max Increase | 17.90% | 12.71% | 10.81% | 6.37% | 7.33% | 7.77% | 10.53% | 10.32% | 13.73% | 10.77% | 7.40% | |
| Max Increase | 50.46% | 40.52% | 29.39% | 16.40% | 17.58% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 16.64% | |
| Avg Days To Max Increase | 16 | 19 | 15 | 18 | 16 | 19 | 16 | 17 | 19 | 12 | 7 | |
| Avg Max Decline | -0.95% | -1.40% | -1.40% | -1.91% | -2.23% | -2.96% | -3.41% | -1.84% | -2.36% | -3.32% | -1.45% | |
| Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
| Avg Days to Max Decline | 3 | 6 | 9 | 9 | 11 | 12 | 9 | 8 | 12 | 8 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
