MRCI Online
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| ScenarioSM Study for September Wheat(MGE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 21 | 25 | 27 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 10 | 9 | 14 | 13 | 13 | 12 | 15 | 11 | 11 | 13 | 14 | |
| Exceeded High | 5 | 8 | 13 | 12 | 10 | 9 | 11 | 8 | 5 | 9 | 8 | |
| Scenario Percentage | 50% | 89% | 93% | 92% | 77% | 75% | 73% | 73% | 45% | 69% | 57% | |
| Avg Max Increase | 10.82% | 8.58% | 10.77% | 9.13% | 10.65% | 10.43% | 15.19% | 17.70% | 15.48% | 15.95% | 8.45% | |
| Max Increase | 26.61% | 38.26% | 64.97% | 40.65% | 38.68% | 34.87% | 49.21% | 34.00% | 33.33% | 37.67% | 19.80% | |
| Avg Days To Max Increase | 15 | 18 | 19 | 15 | 18 | 11 | 16 | 18 | 21 | 13 | 8 | |
| Avg Max Decline | -1.62% | -1.69% | -2.25% | -1.33% | -3.85% | -1.34% | -1.66% | -2.48% | -2.66% | -2.26% | 0.01% | |
| Max Decline | -5.28% | -5.94% | -6.88% | -3.51% | -12.01% | -4.22% | -6.56% | -6.60% | -8.00% | -7.17% | -1.70% | |
| Avg Days to Max Decline | 4 | 16 | 10 | 9 | 12 | 11 | 4 | 7 | 4 | 6 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
