MRCI Online
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| ScenarioSM Study for July Wheat(KCBT) as of Sep 22, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 27 | 27 | 19 | 19 | 24 | 17 | 20 | 24 | 21 | 17 | |
| Exceeded High | 16 | 24 | 18 | 10 | 17 | 17 | 10 | 17 | 19 | 11 | 8 | |
| Scenario Percentage | 70% | 89% | 67% | 53% | 89% | 71% | 59% | 85% | 79% | 52% | 47% | |
| Avg Max Increase | 9.05% | 7.20% | 7.95% | 9.58% | 12.41% | 10.54% | 17.01% | 11.95% | 15.36% | 16.06% | 7.36% | |
| Max Increase | 18.94% | 19.55% | 23.52% | 25.31% | 60.93% | 39.68% | 42.27% | 37.83% | 41.89% | 31.56% | 15.12% | |
| Avg Days To Max Increase | 18 | 17 | 16 | 14 | 15 | 17 | 17 | 15 | 14 | 16 | 8 | |
| Avg Max Decline | -2.60% | -1.75% | -2.61% | -3.35% | -2.94% | -1.72% | -2.46% | -3.27% | -2.37% | -1.92% | -0.40% | |
| Max Decline | -5.38% | -5.73% | -10.23% | -7.13% | -9.54% | -5.86% | -9.79% | -14.56% | -10.53% | -6.89% | -3.11% | |
| Avg Days to Max Decline | 14 | 7 | 13 | 13 | 8 | 7 | 10 | 8 | 4 | 4 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Not Yet | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
