MRCI Online
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| ScenarioSM Study for May Wheat(MGE) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 25 | 28 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | |
| Closed Higher | 7 | 13 | 13 | 15 | 18 | 9 | 13 | 15 | 12 | 15 | 19 | |
| Exceeded High | 5 | 10 | 8 | 15 | 10 | 4 | 9 | 11 | 9 | 11 | 12 | |
| Scenario Percentage | 71% | 77% | 62% | 100% | 56% | 44% | 69% | 73% | 75% | 73% | 63% | |
| Avg Max Increase | 10.95% | 13.97% | 11.35% | 5.86% | 7.08% | 13.48% | 18.55% | 11.32% | 11.73% | 9.69% | 5.19% | |
| Max Increase | 27.42% | 34.13% | 26.67% | 15.50% | 18.43% | 36.92% | 96.92% | 59.15% | 41.86% | 44.24% | 15.23% | |
| Avg Days To Max Increase | 19 | 22 | 11 | 15 | 16 | 16 | 17 | 17 | 17 | 9 | 7 | |
| Avg Max Decline | -1.67% | -2.47% | -0.03% | -1.42% | -1.85% | -3.62% | -2.93% | -1.65% | -3.73% | -1.72% | -1.00% | |
| Max Decline | -4.28% | -7.22% | -3.46% | -11.15% | -8.56% | -7.05% | -6.98% | -4.50% | -10.77% | -4.48% | -6.52% | |
| Avg Days to Max Decline | 5 | 10 | 7 | 7 | 6 | 17 | 13 | 9 | 17 | 9 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
