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ScenarioSM Study for December Wheat(MGE) as of Jan 01, 2007 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 21 | 24 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 |
Closed Higher | 10 | 9 | 12 | 14 | 11 | 7 | 13 | 13 | 12 | 13 | 10 |
Exceeded High | 8 | 8 | 10 | 10 | 7 | 3 | 9 | 9 | 10 | 9 | 5 |
Scenario Percentage | 80% | 89% | 83% | 71% | 64% | 43% | 69% | 69% | 83% | 69% | 50% |
Avg Max Increase | 6.09% | 11.48% | 9.20% | 13.51% | 15.35% | 15.31% | 12.23% | 11.28% | 9.02% | 6.51% | 4.48% |
Max Increase | 12.35% | 35.17% | 31.40% | 46.52% | 31.28% | 31.93% | 36.88% | 19.13% | 30.27% | 23.47% | 7.42% |
Avg Days To Max Increase | 17 | 14 | 11 | 16 | 18 | 21 | 22 | 17 | 19 | 13 | 14 |
Avg Max Decline | -1.45% | -2.85% | -0.89% | -1.17% | -2.78% | -2.00% | -3.31% | -1.50% | -1.33% | -2.47% | -2.10% |
Max Decline | -3.46% | -8.55% | -3.83% | -6.73% | -7.76% | -6.81% | -9.68% | -3.94% | -3.76% | -5.17% | -5.06% |
Avg Days to Max Decline | 9 | 10 | 8 | 4 | 8 | 5 | 9 | 13 | 6 | 11 | 2 |
2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.