MRCI Online
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| ScenarioSM Study for March Wheat(CBOT) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 18 | 16 | 22 | 20 | 27 | 26 | 21 | 21 | 24 | 13 | |
| Exceeded High | 16 | 12 | 11 | 18 | 13 | 21 | 13 | 16 | 14 | 17 | 8 | |
| Scenario Percentage | 73% | 67% | 69% | 82% | 65% | 78% | 50% | 76% | 67% | 71% | 62% | |
| Avg Max Increase | 11.66% | 13.29% | 11.63% | 12.39% | 12.11% | 8.23% | 9.97% | 8.58% | 7.56% | 7.96% | 4.47% | |
| Max Increase | 42.17% | 32.91% | 29.83% | 49.15% | 27.56% | 22.27% | 24.05% | 20.97% | 14.45% | 43.57% | 12.15% | |
| Avg Days To Max Increase | 14 | 19 | 12 | 19 | 16 | 17 | 14 | 16 | 14 | 9 | 7 | |
| Avg Max Decline | -2.13% | -2.22% | -2.29% | -2.84% | -2.37% | -1.46% | -3.27% | -4.26% | -3.75% | -1.69% | -1.89% | |
| Max Decline | -8.47% | -7.45% | -7.36% | -9.54% | -7.62% | -4.10% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
| Avg Days to Max Decline | 4 | 7 | 6 | 6 | 10 | 6 | 12 | 12 | 12 | 3 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
