MRCI Online
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| ScenarioSM Study for December Wheat(MGE) as of Jan 01, 2009 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 23 | 26 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | |
| Closed Higher | 12 | 11 | 12 | 15 | 12 | 9 | 14 | 14 | 13 | 13 | 11 | |
| Exceeded High | 10 | 9 | 10 | 11 | 8 | 4 | 10 | 10 | 11 | 8 | 3 | |
| Scenario Percentage | 83% | 82% | 83% | 73% | 67% | 44% | 71% | 71% | 85% | 62% | 27% | |
| Avg Max Increase | 8.57% | 10.34% | 9.20% | 14.41% | 16.12% | 15.40% | 15.27% | 13.35% | 8.89% | 6.83% | 7.10% | |
| Max Increase | 33.64% | 35.17% | 31.40% | 46.52% | 31.28% | 31.93% | 42.57% | 31.97% | 30.27% | 22.04% | 12.32% | |
| Avg Days To Max Increase | 19 | 15 | 11 | 17 | 19 | 23 | 23 | 15 | 20 | 10 | 6 | |
| Avg Max Decline | -1.54% | -3.87% | -0.89% | -1.57% | -2.65% | -2.73% | -3.10% | -1.25% | -2.27% | -2.46% | -0.94% | |
| Max Decline | -3.46% | -12.03% | -3.83% | -6.73% | -7.76% | -6.81% | -9.68% | -3.94% | -11.73% | -5.17% | -1.75% | |
| Avg Days to Max Decline | 9 | 12 | 8 | 5 | 8 | 4 | 8 | 12 | 9 | 10 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
