MRCI Online
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| ScenarioSM Study for July Wheat(KCBT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 34 | 34 |
| Closed Higher | 17 | 18 | 17 | 15 | 15 | 17 | 13 | 15 | 17 | 17 | 12 |
| Exceeded High | 12 | 16 | 12 | 8 | 13 | 13 | 7 | 12 | 13 | 10 | 5 |
| Scenario Percentage | 71% | 89% | 71% | 53% | 87% | 76% | 54% | 80% | 76% | 59% | 42% |
| Avg Max Increase | 8.23% | 6.51% | 5.81% | 9.06% | 13.05% | 11.11% | 15.69% | 12.09% | 17.69% | 15.51% | 5.48% |
| Max Increase | 18.50% | 16.40% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 8.53% |
| Avg Days To Max Increase | 16 | 16 | 11 | 14 | 17 | 19 | 19 | 15 | 14 | 17 | 9 |
| Avg Max Decline | -2.21% | -1.55% | -1.85% | -3.26% | -2.70% | -1.59% | -3.38% | -1.69% | -2.04% | -1.40% | -0.37% |
| Max Decline | -5.38% | -5.73% | -4.24% | -7.13% | -9.54% | -5.86% | -9.79% | -5.67% | -10.53% | -6.89% | -1.66% |
| Avg Days to Max Decline | 14 | 8 | 11 | 13 | 7 | 9 | 14 | 8 | 4 | 3 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
