MRCI Online
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| ScenarioSM Study for March Wheat(CBOT) as of Aug 18, 2023 | ||||||||||||
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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 | 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 | 24 | 18 | 16 | 23 | 22 | 27 | 26 | 21 | 19 | 24 | 14 | |
| Exceeded High | 18 | 11 | 11 | 19 | 14 | 21 | 13 | 16 | 13 | 17 | 9 | |
| Scenario Percentage | 75% | 61% | 69% | 83% | 64% | 78% | 50% | 76% | 68% | 71% | 64% | |
| Avg Max Increase | 11.78% | 13.43% | 12.24% | 12.29% | 12.21% | 7.82% | 10.15% | 8.58% | 7.88% | 8.02% | 10.52% | |
| Max Increase | 42.17% | 32.91% | 29.83% | 49.15% | 27.56% | 22.27% | 24.05% | 20.97% | 14.45% | 43.57% | 53.58% | |
| Avg Days To Max Increase | 13 | 20 | 13 | 18 | 15 | 16 | 15 | 16 | 13 | 9 | 7 | |
| Avg Max Decline | -2.12% | -2.37% | -3.08% | -2.68% | -2.53% | -1.49% | -3.32% | -4.26% | -3.83% | -1.69% | -1.40% | |
| Max Decline | -8.47% | -7.45% | -9.30% | -9.54% | -7.62% | -4.80% | -13.34% | -16.08% | -9.61% | -5.70% | -4.24% | |
| Avg Days to Max Decline | 4 | 7 | 7 | 6 | 9 | 6 | 12 | 12 | 10 | 3 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
