MRCI Online
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| ScenarioSM Study for September Wheat(KCBT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 33 | 37 | 38 | 39 | 39 | 39 | 39 | 40 | 40 | 40 | 40 | |
| Closed Higher | 20 | 15 | 20 | 20 | 16 | 16 | 17 | 19 | 15 | 18 | 23 | |
| Exceeded High | 14 | 9 | 17 | 17 | 9 | 14 | 13 | 12 | 8 | 12 | 13 | |
| Scenario Percentage | 70% | 60% | 85% | 85% | 56% | 88% | 76% | 63% | 53% | 67% | 57% | |
| Avg Max Increase | 7.80% | 9.23% | 10.95% | 9.56% | 14.82% | 11.23% | 14.98% | 17.35% | 21.29% | 14.50% | 5.49% | |
| Max Increase | 23.49% | 25.57% | 58.54% | 36.91% | 40.83% | 36.57% | 42.84% | 38.40% | 65.88% | 38.95% | 21.22% | |
| Avg Days To Max Increase | 17 | 19 | 16 | 16 | 18 | 14 | 14 | 17 | 18 | 15 | 8 | |
| Avg Max Decline | -2.33% | -2.64% | -2.46% | -1.02% | -3.00% | -1.90% | -1.97% | -2.18% | -1.72% | -1.97% | -0.10% | |
| Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -10.33% | -5.16% | -10.29% | -6.19% | -8.46% | -6.59% | -1.27% | |
| Avg Days to Max Decline | 13 | 17 | 7 | 7 | 13 | 9 | 4 | 6 | 5 | 6 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
