MRCI Online
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| ScenarioSM Study for December Wheat(KCBT) as of Oct 29, 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 | |
| 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.
