MRCI Online
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| ScenarioSM Study for March Wheat(CBOT) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 18 | 15 | 24 | 22 | 26 | 26 | 22 | 21 | 23 | 14 | |
| Exceeded High | 14 | 13 | 11 | 20 | 14 | 20 | 13 | 17 | 14 | 16 | 7 | |
| Scenario Percentage | 70% | 72% | 73% | 83% | 64% | 77% | 50% | 77% | 67% | 70% | 50% | |
| Avg Max Increase | 12.34% | 14.11% | 12.41% | 16.52% | 12.11% | 8.64% | 10.82% | 9.79% | 7.38% | 8.60% | 5.24% | |
| Max Increase | 42.17% | 32.91% | 29.83% | 55.49% | 27.56% | 22.27% | 24.05% | 27.12% | 18.35% | 43.57% | 16.99% | |
| Avg Days To Max Increase | 13 | 18 | 13 | 20 | 16 | 17 | 12 | 16 | 14 | 10 | 8 | |
| Avg Max Decline | -1.75% | -2.60% | -2.50% | -2.98% | -2.79% | -1.55% | -3.01% | -3.74% | -3.84% | -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 | 3 | 8 | 7 | 7 | 9 | 6 | 9 | 12 | 11 | 3 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
