MRCI Online
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| ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 33 | 38 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 17 | 17 | 16 | 18 | 19 | 14 | 19 | 18 | 24 | 23 | 20 | |
| Exceeded High | 12 | 9 | 14 | 13 | 12 | 8 | 14 | 11 | 21 | 14 | 11 | |
| Scenario Percentage | 71% | 53% | 88% | 72% | 63% | 57% | 74% | 61% | 88% | 61% | 55% | |
| Avg Max Increase | 10.75% | 14.58% | 10.50% | 14.11% | 16.29% | 19.66% | 14.43% | 11.74% | 7.30% | 8.01% | 4.17% | |
| Max Increase | 36.74% | 37.67% | 34.95% | 40.64% | 35.83% | 63.13% | 47.21% | 30.80% | 18.11% | 16.18% | 9.92% | |
| Avg Days To Max Increase | 19 | 16 | 14 | 14 | 17 | 16 | 22 | 14 | 15 | 8 | 6 | |
| Avg Max Decline | -1.46% | -3.02% | -2.68% | -1.98% | -1.97% | -1.84% | -2.66% | -1.14% | -1.48% | -3.09% | -0.85% | |
| Max Decline | -4.43% | -9.63% | -6.36% | -9.64% | -6.20% | -6.87% | -8.20% | -5.43% | -3.89% | -11.19% | -1.87% | |
| Avg Days to Max Decline | 8 | 12 | 13 | 4 | 6 | 5 | 11 | 6 | 5 | 9 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
