MRCI Online
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| ScenarioSM Study for July Wheat(KCBT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 39 | 39 | |
| Closed Higher | 19 | 21 | 22 | 17 | 17 | 19 | 15 | 16 | 20 | 19 | 14 | |
| Exceeded High | 13 | 19 | 15 | 8 | 15 | 14 | 8 | 13 | 15 | 11 | 7 | |
| Scenario Percentage | 68% | 90% | 68% | 47% | 88% | 74% | 53% | 81% | 75% | 58% | 50% | |
| Avg Max Increase | 7.97% | 6.93% | 6.55% | 9.06% | 12.59% | 10.82% | 16.43% | 12.07% | 15.86% | 16.55% | 8.20% | |
| Max Increase | 18.50% | 17.57% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 15.69% | |
| Avg Days To Max Increase | 17 | 17 | 14 | 14 | 15 | 18 | 20 | 14 | 13 | 17 | 10 | |
| Avg Max Decline | -2.29% | -1.72% | -2.41% | -3.26% | -3.00% | -1.52% | -2.96% | -1.98% | -2.02% | -1.76% | -0.22% | |
| Max Decline | -5.38% | -5.73% | -10.23% | -7.13% | -9.54% | -5.86% | -9.79% | -5.67% | -10.53% | -6.89% | -1.66% | |
| Avg Days to Max Decline | 15 | 7 | 11 | 13 | 8 | 8 | 12 | 8 | 3 | 4 | 2 | |
| 2014 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.
