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ScenarioSM Study for May 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 19 | 23 | 26 | 28 | 28 | 28 | 29 | 29 | 29 | 29 | 29 |
Closed Higher | 7 | 12 | 13 | 14 | 16 | 8 | 12 | 14 | 11 | 15 | 17 |
Exceeded High | 5 | 9 | 8 | 14 | 8 | 4 | 8 | 10 | 9 | 11 | 12 |
Scenario Percentage | 71% | 75% | 62% | 100% | 50% | 50% | 67% | 71% | 82% | 73% | 71% |
Avg Max Increase | 10.95% | 14.07% | 11.35% | 5.17% | 5.60% | 13.48% | 18.65% | 11.84% | 11.73% | 10.35% | 6.20% |
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 | 18 | 18 | 17 | 12 | 12 |
Avg Max Decline | -1.67% | -2.73% | -0.03% | -1.30% | -1.23% | -3.62% | -3.04% | -1.75% | -3.73% | -1.72% | -1.16% |
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 | 14 | 10 | 17 | 9 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.