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ScenarioSM Study for July Wheat(MGE) as of Jan 01, 2008 | |||||||||||
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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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 18 | 24 | 24 | 26 | 27 | 27 | 27 | 27 | 27 | 27 | 27 |
Closed Higher | 11 | 13 | 16 | 8 | 10 | 13 | 10 | 13 | 15 | 10 | 13 |
Exceeded High | 9 | 13 | 7 | 5 | 8 | 11 | 9 | 10 | 9 | 7 | 8 |
Scenario Percentage | 82% | 100% | 44% | 62% | 80% | 85% | 90% | 77% | 60% | 70% | 62% |
Avg Max Increase | 7.50% | 4.98% | 4.86% | 4.59% | 7.80% | 6.23% | 11.32% | 10.68% | 17.14% | 20.40% | 8.51% |
Max Increase | 15.87% | 9.62% | 14.37% | 9.48% | 22.73% | 12.27% | 39.92% | 36.23% | 49.92% | 35.01% | 17.61% |
Avg Days To Max Increase | 13 | 15 | 19 | 18 | 16 | 13 | 16 | 14 | 18 | 19 | 16 |
Avg Max Decline | -0.52% | -0.64% | -1.52% | -1.02% | -2.38% | -1.80% | -4.42% | -1.38% | -2.08% | -2.51% | -1.39% |
Max Decline | -3.31% | -2.60% | -4.90% | -1.81% | -7.43% | -4.32% | -11.49% | -4.39% | -7.81% | -6.83% | -8.42% |
Avg Days to Max Decline | 9 | 7 | 12 | 9 | 18 | 9 | 13 | 11 | 5 | 6 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | No | No | 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.