|
ScenarioSM Study for July Wheat(KCBT) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 35 | 35 | |
Closed Higher | 17 | 18 | 18 | 16 | 15 | 17 | 14 | 15 | 18 | 17 | 13 | |
Exceeded High | 12 | 16 | 13 | 8 | 13 | 13 | 7 | 12 | 14 | 10 | 6 | |
Scenario Percentage | 71% | 89% | 72% | 50% | 87% | 76% | 50% | 80% | 78% | 59% | 46% | |
Avg Max Increase | 8.23% | 6.51% | 6.51% | 9.06% | 13.05% | 11.11% | 15.69% | 12.09% | 16.61% | 15.51% | 7.19% | |
Max Increase | 18.50% | 16.40% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 15.69% | |
Avg Days To Max Increase | 16 | 16 | 12 | 14 | 17 | 19 | 19 | 15 | 13 | 17 | 9 | |
Avg Max Decline | -2.21% | -1.55% | -1.76% | -3.26% | -2.70% | -1.59% | -3.38% | -1.69% | -2.04% | -1.40% | -0.31% | |
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 | 10 | 13 | 7 | 9 | 14 | 8 | 4 | 3 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |