MRCI Online
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| ScenarioSM Study for March Wheat(MGE) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 23 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | |
| Closed Higher | 12 | 13 | 10 | 13 | 14 | 13 | 15 | 11 | 11 | 17 | 14 | |
| Exceeded High | 9 | 9 | 7 | 9 | 11 | 12 | 6 | 7 | 7 | 14 | 7 | |
| Scenario Percentage | 75% | 69% | 70% | 69% | 79% | 92% | 40% | 64% | 64% | 82% | 50% | |
| Avg Max Increase | 16.86% | 13.53% | 9.42% | 15.88% | 11.12% | 6.22% | 9.60% | 13.43% | 26.67% | 11.15% | 3.84% | |
| 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 | 17 | 16 | 16 | 24 | 12 | 15 | 15 | 22 | 17 | 9 | 7 | |
| Avg Max Decline | -0.68% | -2.10% | -2.66% | -2.93% | -1.32% | -1.83% | -1.61% | -3.40% | -3.17% | -1.55% | -1.21% | |
| Max Decline | -5.66% | -7.29% | -6.30% | -8.23% | -3.79% | -12.60% | -4.90% | -7.77% | -5.78% | -3.90% | -4.68% | |
| Avg Days to Max Decline | 5 | 6 | 5 | 8 | 11 | 7 | 6 | 12 | 13 | 9 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
