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ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 19 | 25 | 25 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
Closed Higher | 12 | 14 | 16 | 9 | 11 | 14 | 11 | 13 | 15 | 11 | 14 | |
Exceeded High | 10 | 14 | 7 | 6 | 9 | 12 | 9 | 10 | 9 | 8 | 5 | |
Scenario Percentage | 83% | 100% | 44% | 67% | 82% | 86% | 82% | 77% | 60% | 73% | 36% | |
Avg Max Increase | 9.28% | 5.32% | 4.86% | 10.12% | 15.19% | 9.73% | 11.32% | 10.68% | 17.14% | 18.29% | 6.98% | |
Max Increase | 25.32% | 9.71% | 14.37% | 37.75% | 74.25% | 48.31% | 39.92% | 36.23% | 49.92% | 34.99% | 11.30% | |
Avg Days To Max Increase | 12 | 16 | 19 | 20 | 18 | 14 | 16 | 14 | 18 | 19 | 9 | |
Avg Max Decline | -0.30% | -1.18% | -1.52% | -1.16% | -2.08% | -1.84% | -4.42% | -1.38% | -2.08% | -3.58% | 0.17% | |
Max Decline | -3.31% | -8.32% | -4.90% | -1.86% | -7.43% | -4.32% | -11.49% | -4.39% | -7.81% | -11.09% | -0.66% | |
Avg Days to Max Decline | 8 | 9 | 12 | 8 | 17 | 9 | 13 | 11 | 5 | 6 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Not Yet |
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