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ScenarioSM Study for March Wheat(MGE) as of Jan 01, 2010 | |||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 22 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 29 | 29 | 29 |
Closed Higher | 11 | 12 | 10 | 13 | 14 | 13 | 14 | 10 | 11 | 17 | 13 |
Exceeded High | 8 | 8 | 7 | 9 | 11 | 12 | 5 | 7 | 7 | 15 | 8 |
Scenario Percentage | 73% | 67% | 70% | 69% | 79% | 92% | 36% | 70% | 64% | 88% | 62% |
Avg Max Increase | 15.91% | 14.70% | 9.42% | 15.88% | 11.12% | 6.22% | 8.66% | 13.43% | 26.67% | 11.13% | 4.15% |
Max Increase | 43.47% | 31.11% | 30.45% | 40.62% | 29.31% | 13.70% | 21.28% | 45.91% | 141.25% | 82.08% | 5.89% |
Avg Days To Max Increase | 19 | 18 | 16 | 24 | 12 | 15 | 15 | 22 | 17 | 12 | 10 |
Avg Max Decline | -0.79% | -2.52% | -2.66% | -2.93% | -1.32% | -1.83% | -1.85% | -3.40% | -3.17% | -1.83% | -1.27% |
Max Decline | -5.66% | -7.29% | -6.30% | -8.23% | -3.79% | -12.60% | -4.90% | -7.77% | -5.78% | -5.73% | -4.68% |
Avg Days to Max Decline | 5 | 7 | 5 | 8 | 11 | 7 | 7 | 12 | 13 | 9 | 3 |
2009 Contract Condition | Yes | Yes | |||||||||
Action | No | Yes |
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