MRCI Online
|
| ScenarioSM Study for March Wheat(CBOT) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 18 | 15 | 25 | 23 | 27 | 26 | 22 | 21 | 22 | 15 | |
| Exceeded High | 14 | 13 | 12 | 21 | 16 | 21 | 14 | 17 | 15 | 16 | 7 | |
| Scenario Percentage | 70% | 72% | 80% | 84% | 70% | 78% | 54% | 77% | 71% | 73% | 47% | |
| Avg Max Increase | 12.28% | 14.11% | 12.44% | 16.42% | 11.19% | 8.51% | 9.02% | 8.97% | 7.20% | 8.58% | 4.93% | |
| Max Increase | 42.17% | 32.91% | 29.83% | 55.49% | 27.56% | 22.27% | 22.67% | 27.12% | 18.35% | 43.57% | 14.86% | |
| Avg Days To Max Increase | 15 | 18 | 14 | 19 | 16 | 17 | 12 | 17 | 14 | 10 | 8 | |
| Avg Max Decline | -2.00% | -2.60% | -2.50% | -3.00% | -2.62% | -1.53% | -2.46% | -3.76% | -3.80% | -1.75% | -2.11% | |
| Max Decline | -8.47% | -8.58% | -7.36% | -13.70% | -11.34% | -4.13% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
| Avg Days to Max Decline | 6 | 8 | 7 | 7 | 8 | 7 | 8 | 12 | 12 | 3 | 3 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | No | Yes | Yes | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
