MRCI Online
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| ScenarioSM Study for May Wheat(CBOT) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 33 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 9 | 24 | 27 | 26 | 28 | 20 | 21 | 19 | 12 | 18 | 20 |
| Exceeded High | 6 | 19 | 21 | 21 | 19 | 13 | 13 | 14 | 9 | 13 | 9 |
| Scenario Percentage | 67% | 79% | 78% | 81% | 68% | 65% | 62% | 74% | 75% | 72% | 45% |
| Avg Max Increase | 9.43% | 13.70% | 8.65% | 7.18% | 5.71% | 8.55% | 7.22% | 7.26% | 10.96% | 9.78% | 6.43% |
| Max Increase | 17.82% | 57.45% | 19.09% | 16.30% | 22.64% | 28.56% | 22.54% | 17.89% | 44.48% | 43.62% | 13.84% |
| Avg Days To Max Increase | 14 | 20 | 16 | 15 | 13 | 17 | 19 | 18 | 21 | 14 | 9 |
| Avg Max Decline | -2.02% | -2.59% | -2.01% | -1.43% | -1.76% | -2.34% | -2.71% | -3.04% | -4.00% | -2.49% | -1.52% |
| Max Decline | -6.03% | -12.75% | -9.58% | -4.86% | -4.77% | -6.25% | -6.26% | -9.39% | -15.57% | -9.45% | -8.54% |
| Avg Days to Max Decline | 8 | 7 | 8 | 6 | 9 | 10 | 13 | 11 | 13 | 7 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | No | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
