|
ScenarioSM Study for July Wheat(MGE) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 21 | 27 | 27 | 29 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | |
Closed Higher | 12 | 14 | 17 | 10 | 12 | 14 | 12 | 14 | 17 | 12 | 15 | |
Exceeded High | 10 | 14 | 8 | 6 | 10 | 12 | 9 | 11 | 11 | 9 | 6 | |
Scenario Percentage | 83% | 100% | 47% | 60% | 83% | 86% | 75% | 79% | 65% | 75% | 40% | |
Avg Max Increase | 9.28% | 5.32% | 5.97% | 10.12% | 14.19% | 9.73% | 11.32% | 12.03% | 16.13% | 16.62% | 7.81% | |
Max Increase | 25.32% | 9.71% | 14.37% | 37.75% | 74.25% | 48.31% | 39.92% | 36.23% | 49.92% | 34.99% | 11.93% | |
Avg Days To Max Increase | 12 | 16 | 19 | 20 | 16 | 14 | 16 | 16 | 16 | 17 | 9 | |
Avg Max Decline | -0.30% | -1.18% | -1.31% | -1.16% | -2.10% | -1.84% | -4.42% | -1.63% | -2.64% | -3.21% | 0.01% | |
Max Decline | -3.31% | -8.32% | -4.90% | -1.86% | -7.43% | -4.32% | -11.49% | -4.39% | -9.86% | -11.09% | -0.79% | |
Avg Days to Max Decline | 8 | 9 | 11 | 8 | 15 | 9 | 13 | 11 | 8 | 5 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |