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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Wheat(KCBT) as of May 10, 2021
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   38 43 43 44 45 45 45 45 45 45 45
Closed Higher   21 19 18 20 21 15 21 19 28 25 22
Exceeded High   14 10 16 15 13 9 16 12 24 16 12
Scenario Percentage   67% 53% 89% 75% 62% 60% 76% 63% 86% 64% 55%
Avg Max Increase   10.70% 13.54% 9.60% 13.74% 15.37% 18.43% 13.94% 12.59% 7.37% 7.85% 3.95%
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   18 15 15 16 16 15 21 15 16 7 6
Avg Max Decline   -1.46% -2.78% -3.08% -2.27% -1.95% -1.53% -2.81% -1.26% -1.74% -2.87% -0.90%
Max Decline   -4.43% -9.63% -6.36% -9.64% -6.20% -6.87% -8.20% -5.43% -4.45% -11.19% -1.87%
Avg Days to Max Decline   7 11 12 5 6 5 10 7 5 9 2
2020 Contract Condition       Yes       Yes Yes Yes Yes Yes
Action       Yes       Yes Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   38 43 43 44 45 45 45 45 45 45 45
Closed Lower   17 24 25 24 24 30 24 26 17 20 23
Penetrated Low   15 21 19 22 22 26 20 18 14 15 15
Scenario Percentage   88% 88% 76% 92% 92% 87% 83% 69% 82% 75% 65%
Avg Max Decline   6.79% 5.85% 6.38% 6.74% 8.87% 8.63% 9.41% 8.22% 8.48% 7.81% 5.77%
Max Decline   12.15% 14.83% 18.60% 22.51% 19.95% 20.10% 21.33% 36.72% 25.42% 15.75% 15.97%
Avg Days To Max Decline   19 19 18 19 20 15 16 17 17 14 9
Avg Max Increase   -2.03% -2.91% -2.46% -3.27% -3.14% -2.25% -2.98% -1.56% -2.11% -2.75% -0.91%
Max Increase   -5.80% -13.04% -6.90% -23.37% -19.82% -7.08% -16.86% -6.08% -6.85% -8.90% -2.24%
Avg Days to Max Increase   10 15 11 9 9 7 6 5 7 5 2
2020 Contract Condition   Yes Yes   Yes Yes Yes          
Action   Yes Yes   Yes Yes Yes          
High 518.75 537.75 518.25 525.00 528.25 505.75 495.00 474.75 485.25 515.50 579.50 581.00
Low 462.75 498.00 470.75 451.00 488.25 458.25 437.25 443.50 420.75 463.25 497.50 535.50
Close/Last 518.25 500.25 482.75 518.25 505.25 488.00 452.00 453.00 475.25 509.75 541.25 545.75

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