MRCI Online
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| ScenarioSM Study for May Wheat(KCBT) as of Sep 20, 2023 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 37 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 10 | 20 | 24 | 28 | 25 | 18 | 19 | 24 | 17 | 21 | 25 | |
| Exceeded High | 8 | 16 | 16 | 25 | 16 | 14 | 16 | 17 | 11 | 15 | 16 | |
| Scenario Percentage | 80% | 80% | 67% | 89% | 64% | 78% | 84% | 71% | 65% | 71% | 64% | |
| Avg Max Increase | 17.50% | 12.65% | 10.90% | 6.78% | 7.73% | 7.77% | 10.95% | 10.32% | 15.79% | 10.46% | 6.82% | |
| Max Increase | 50.46% | 40.52% | 29.39% | 20.30% | 17.58% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 14.67% | |
| Avg Days To Max Increase | 16 | 19 | 16 | 18 | 16 | 19 | 15 | 17 | 18 | 12 | 6 | |
| Avg Max Decline | -2.11% | -1.27% | -1.88% | -1.87% | -2.29% | -2.96% | -3.54% | -1.84% | -2.16% | -4.04% | -1.51% | |
| Max Decline | -10.19% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -12.33% | -10.07% | |
| Avg Days to Max Decline | 4 | 6 | 9 | 9 | 12 | 12 | 10 | 8 | 11 | 10 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
