MRCI Online
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| ScenarioSM Study for December Wheat(KCBT) as of Jun 23, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 20 | 19 | 22 | 21 | 15 | 22 | 21 | 29 | 25 | 22 | |
| Exceeded High | 15 | 12 | 17 | 17 | 12 | 9 | 17 | 14 | 25 | 16 | 12 | |
| Scenario Percentage | 68% | 60% | 89% | 77% | 57% | 60% | 77% | 67% | 86% | 64% | 55% | |
| Avg Max Increase | 10.34% | 14.87% | 11.09% | 13.84% | 15.82% | 19.34% | 13.84% | 12.62% | 7.67% | 8.11% | 3.95% | |
| Max Increase | 36.74% | 37.67% | 34.95% | 40.64% | 35.83% | 63.13% | 47.21% | 30.80% | 21.25% | 16.18% | 9.92% | |
| Avg Days To Max Increase | 18 | 16 | 15 | 16 | 16 | 16 | 21 | 15 | 16 | 8 | 6 | |
| Avg Max Decline | -1.64% | -3.47% | -2.96% | -2.24% | -2.08% | -2.74% | -2.65% | -1.87% | -1.76% | -2.96% | -0.90% | |
| Max Decline | -4.43% | -11.15% | -6.36% | -9.64% | -6.20% | -11.54% | -8.20% | -5.86% | -4.45% | -11.19% | -1.87% | |
| Avg Days to Max Decline | 7 | 12 | 11 | 5 | 6 | 6 | 9 | 6 | 5 | 9 | 2 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
