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ScenarioSM Study for December Wheat(MGE) as of Jan 01, 2010 | |||||||||||
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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 | 24 | 27 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 |
Closed Higher | 12 | 11 | 13 | 16 | 13 | 9 | 14 | 14 | 13 | 14 | 12 |
Exceeded High | 10 | 9 | 11 | 12 | 9 | 4 | 10 | 10 | 11 | 10 | 6 |
Scenario Percentage | 83% | 82% | 85% | 75% | 69% | 44% | 71% | 71% | 85% | 71% | 50% |
Avg Max Increase | 8.57% | 10.34% | 10.60% | 15.20% | 14.74% | 15.40% | 15.27% | 13.35% | 8.89% | 7.30% | 6.89% |
Max Increase | 33.64% | 35.17% | 31.40% | 46.52% | 31.28% | 31.93% | 42.57% | 31.97% | 30.27% | 23.47% | 18.95% |
Avg Days To Max Increase | 19 | 15 | 12 | 16 | 17 | 23 | 23 | 15 | 20 | 14 | 14 |
Avg Max Decline | -1.54% | -3.87% | -1.14% | -1.44% | -2.36% | -2.73% | -3.10% | -1.25% | -2.27% | -2.28% | -1.75% |
Max Decline | -3.46% | -12.03% | -3.83% | -6.73% | -7.76% | -6.81% | -9.68% | -3.94% | -11.73% | -5.17% | -5.06% |
Avg Days to Max Decline | 9 | 12 | 9 | 5 | 7 | 4 | 8 | 12 | 9 | 10 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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