|
ScenarioSM Study for May Wheat(MGE) as of Jan 01, 2009 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 18 | 22 | 25 | 27 | 27 | 27 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 6 | 12 | 13 | 14 | 16 | 8 | 11 | 14 | 11 | 14 | 16 | |
Exceeded High | 5 | 9 | 8 | 14 | 8 | 4 | 7 | 10 | 9 | 10 | 10 | |
Scenario Percentage | 83% | 75% | 62% | 100% | 50% | 50% | 64% | 71% | 82% | 71% | 63% | |
Avg Max Increase | 10.95% | 14.07% | 11.35% | 5.17% | 5.60% | 13.48% | 20.07% | 11.84% | 11.73% | 9.89% | 5.89% | |
Max Increase | 27.42% | 34.13% | 26.67% | 11.91% | 18.43% | 36.92% | 96.92% | 59.15% | 41.86% | 44.24% | 15.23% | |
Avg Days To Max Increase | 19 | 24 | 11 | 15 | 14 | 16 | 19 | 18 | 17 | 9 | 7 | |
Avg Max Decline | -1.67% | -2.73% | -0.03% | -1.30% | -1.23% | -3.62% | -3.20% | -1.75% | -3.73% | -1.56% | -1.18% | |
Max Decline | -4.28% | -7.22% | -3.46% | -11.15% | -4.90% | -7.05% | -6.98% | -4.50% | -10.77% | -4.48% | -6.52% | |
Avg Days to Max Decline | 5 | 11 | 7 | 7 | 6 | 17 | 15 | 10 | 17 | 8 | 1 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No |
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