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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Wheat(KCBT) as of Dec 06, 2024
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   22 26 26 18 19 24 16 21 24 21 16
Exceeded High   15 23 17 10 17 17 9 18 19 10 8
Scenario Percentage   68% 88% 65% 56% 89% 71% 56% 86% 79% 48% 50%
Avg Max Increase   9.12% 7.25% 8.33% 9.58% 12.41% 10.54% 18.27% 12.88% 14.15% 14.39% 7.22%
Max Increase   18.94% 19.55% 23.52% 25.31% 60.93% 39.68% 42.27% 37.83% 41.89% 30.40% 15.12%
Avg Days To Max Increase   17 18 17 14 15 17 16 16 14 16 8
Avg Max Decline   -2.76% -1.82% -2.69% -3.35% -2.94% -1.72% -2.50% -3.34% -2.47% -2.07% -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 14 13 8 7 7 8 4 4 2
2024 Contract Condition                 Yes Yes Yes  
Action                 Yes Yes Not Yet  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   23 19 19 27 26 21 29 24 21 24 29
Penetrated Low   17 15 15 22 22 18 27 17 20 20 21
Scenario Percentage   74% 79% 79% 81% 85% 86% 93% 71% 95% 83% 72%
Avg Max Decline   7.38% 7.64% 6.50% 6.38% 6.42% 7.50% 6.66% 6.77% 7.25% 8.01% 5.05%
Max Decline   35.28% 24.67% 14.99% 14.49% 14.78% 12.07% 15.99% 20.20% 24.70% 18.19% 11.83%
Avg Days To Max Decline   15 21 17 16 19 16 19 18 19 11 6
Avg Max Increase   -1.11% -1.81% -2.71% -1.70% -1.90% -2.69% -3.46% -2.57% -2.72% -2.96% -0.72%
Max Increase   -4.64% -6.09% -7.78% -4.64% -5.63% -7.05% -15.17% -7.56% -7.60% -10.79% -3.55%
Avg Days to Max Increase   5 10 8 8 8 11 14 11 8 9 1
2024 Contract Condition   Yes Yes Yes Yes Yes Yes Yes       Yes
Action   Yes Yes Yes Yes Yes Yes Yes       Yes
High 873.00 817.50 742.50 707.25 683.75 682.75 645.75 625.50 595.75 664.00 746.25 728.50
Low 758.50 718.00 678.00 653.25 609.25 627.25 595.25 550.50 543.25 553.75 622.75 571.75
Close/Last 804.50 723.75 680.50 656.00 652.50 646.00 615.50 574.25 579.75 635.25 708.75 587.50

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