|
MRCI's ScenarioSM Study |
ScenarioSM Study for September 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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
23 |
27 |
29 |
30 |
30 |
30 |
30 |
30 |
30 |
30 |
30 |
Closed Higher |
|
11 |
10 |
15 |
13 |
14 |
13 |
17 |
12 |
11 |
14 |
15 |
Exceeded High |
|
6 |
8 |
14 |
12 |
10 |
10 |
13 |
9 |
5 |
10 |
8 |
Scenario Percentage |
|
55% |
80% |
93% |
92% |
71% |
77% |
76% |
75% |
45% |
71% |
53% |
Avg Max Increase |
|
11.25% |
8.58% |
10.35% |
9.13% |
10.65% |
11.92% |
14.81% |
16.11% |
15.48% |
17.41% |
9.56% |
Max Increase |
|
26.61% |
38.26% |
64.97% |
40.65% |
38.68% |
34.87% |
49.21% |
34.00% |
33.33% |
37.67% |
22.54% |
Avg Days To Max Increase |
|
15 |
18 |
18 |
15 |
18 |
13 |
15 |
16 |
21 |
13 |
10 |
Avg Max Decline |
|
-1.35% |
-1.69% |
-2.22% |
-1.33% |
-3.85% |
-1.59% |
-2.12% |
-2.23% |
-2.66% |
-2.08% |
-0.02% |
Max Decline |
|
-5.28% |
-5.94% |
-6.88% |
-3.51% |
-12.01% |
-4.22% |
-9.51% |
-6.60% |
-8.00% |
-7.17% |
-1.79% |
Avg Days to Max Decline |
|
3 |
16 |
9 |
9 |
12 |
12 |
7 |
6 |
4 |
6 |
4 |
2011 Contract Condition |
|
Yes |
|
Yes |
Yes |
|
|
Yes |
|
|
|
|
Action |
|
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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Tested Years |
|
23 |
27 |
29 |
30 |
30 |
30 |
30 |
30 |
30 |
30 |
30 |
Closed Lower |
|
11 |
17 |
14 |
16 |
16 |
17 |
11 |
18 |
19 |
16 |
15 |
Penetrated Low |
|
9 |
14 |
9 |
12 |
13 |
14 |
9 |
16 |
16 |
14 |
6 |
Scenario Percentage |
|
82% |
82% |
64% |
75% |
81% |
82% |
82% |
89% |
84% |
88% |
40% |
Avg Max Decline |
|
7.07% |
4.50% |
5.35% |
4.88% |
3.87% |
5.42% |
5.01% |
8.76% |
9.52% |
7.54% |
6.19% |
Max Decline |
|
16.88% |
11.46% |
12.20% |
10.76% |
11.37% |
15.59% |
9.59% |
18.66% |
20.50% |
23.06% |
10.70% |
Avg Days To Max Decline |
|
17 |
16 |
19 |
17 |
17 |
18 |
23 |
20 |
16 |
11 |
8 |
Avg Max Increase |
|
-1.91% |
-0.67% |
-2.74% |
-1.71% |
-2.99% |
-2.91% |
-4.85% |
-2.22% |
-2.63% |
-3.60% |
0.44% |
Max Increase |
|
-7.33% |
-2.88% |
-5.63% |
-4.77% |
-11.68% |
-13.00% |
-12.75% |
-6.27% |
-7.89% |
-14.16% |
-1.10% |
Avg Days to Max Increase |
|
11 |
11 |
12 |
11 |
13 |
10 |
10 |
8 |
6 |
7 |
3 |
2011 Contract Condition |
|
|
Yes |
|
|
Yes |
Yes |
|
Yes |
|
|
|
Action |
|
|
No |
|
|
Yes |
Not Yet |
|
|
|
|
|
High |
760.00 |
809.00 |
856.00 |
888.00 |
987.25 |
1051.50 |
970.00 |
1001.25 |
969.75 |
|
|
|
Low |
700.00 |
701.25 |
734.75 |
777.25 |
870.00 |
895.00 |
810.50 |
893.00 |
931.50 |
|
|
|
Close/Last |
723.75 |
803.00 |
777.25 |
880.00 |
981.50 |
950.50 |
935.75 |
947.00 |
933.75 |
|
|
|
|
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