|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for July Wheat(MGE) as of Apr 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 |
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 |
| 2011 Contract Condition |
|
|
Yes |
Yes |
|
Yes |
Yes |
|
|
Yes |
|
|
| Action |
|
|
Yes |
Yes |
|
Yes |
Yes |
|
|
Not Yet |
|
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low 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 Lower |
|
9 |
13 |
10 |
19 |
18 |
16 |
18 |
16 |
13 |
18 |
15 |
| Penetrated Low |
|
7 |
10 |
9 |
17 |
13 |
14 |
14 |
13 |
9 |
16 |
9 |
| Scenario Percentage |
|
78% |
77% |
90% |
89% |
72% |
88% |
78% |
81% |
69% |
89% |
60% |
| Avg Max Decline |
|
11.39% |
7.55% |
5.31% |
5.15% |
5.33% |
4.37% |
4.09% |
5.07% |
4.95% |
6.57% |
4.65% |
| Max Decline |
|
33.20% |
23.64% |
12.46% |
13.80% |
12.76% |
10.04% |
10.92% |
11.20% |
11.03% |
10.41% |
6.86% |
| Avg Days To Max Decline |
|
15 |
21 |
16 |
17 |
18 |
15 |
19 |
17 |
18 |
14 |
8 |
| Avg Max Increase |
|
0.37% |
-0.97% |
-2.98% |
-1.10% |
-1.67% |
-1.60% |
-3.00% |
-2.41% |
-2.98% |
-2.27% |
-0.29% |
| Max Increase |
|
-0.78% |
-3.74% |
-7.13% |
-4.71% |
-5.93% |
-4.58% |
-11.25% |
-11.63% |
-5.91% |
-6.46% |
-1.27% |
| Avg Days to Max Increase |
|
3 |
9 |
11 |
11 |
9 |
9 |
12 |
9 |
6 |
8 |
2 |
| 2011 Contract Condition |
|
Yes |
|
|
Yes |
|
|
Yes |
Yes |
|
Yes |
|
| Action |
|
No |
|
|
No |
|
|
Yes |
Not Yet |
|
|
|
| High |
725.75 |
809.00 |
788.00 |
811.00 |
855.50 |
897.00 |
997.50 |
1054.75 |
975.25 |
998.75 |
971.75 |
|
| Low |
566.75 |
686.00 |
710.50 |
713.25 |
732.00 |
775.75 |
875.75 |
893.50 |
806.50 |
888.25 |
933.50 |
|
| Close/Last |
722.25 |
705.00 |
734.25 |
802.25 |
773.75 |
890.25 |
991.25 |
949.25 |
932.00 |
948.00 |
937.50 |
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
