MRCI Online
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| ScenarioSM Study for September Wheat(KCBT) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 16 | 23 | 25 | 19 | 18 | 20 | 20 | 16 | 21 | 25 | |
| Exceeded High | 16 | 10 | 20 | 20 | 11 | 16 | 16 | 12 | 9 | 15 | 14 | |
| Scenario Percentage | 70% | 63% | 87% | 80% | 58% | 89% | 80% | 60% | 56% | 71% | 56% | |
| Avg Max Increase | 8.06% | 9.55% | 10.60% | 9.49% | 13.98% | 10.26% | 13.99% | 16.95% | 20.74% | 13.62% | 5.38% | |
| 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 | 19 | 19 | 16 | 16 | 17 | 14 | 15 | 17 | 18 | 13 | 8 | |
| Avg Max Decline | -2.39% | -2.80% | -2.39% | -1.24% | -3.57% | -2.46% | -2.35% | -2.30% | -2.72% | -2.12% | -0.13% | |
| Max Decline | -9.41% | -7.20% | -8.32% | -5.19% | -11.73% | -6.74% | -10.29% | -6.19% | -12.25% | -7.40% | -1.27% | |
| Avg Days to Max Decline | 14 | 16 | 7 | 6 | 14 | 9 | 5 | 6 | 5 | 5 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
