MRCI Online
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| ScenarioSM Study for May 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 25 | 25 | 27 | 26 | 20 | 21 | 21 | 14 | 19 | 21 | |
| Exceeded High | 8 | 21 | 18 | 22 | 17 | 14 | 14 | 17 | 9 | 14 | 10 | |
| Scenario Percentage | 67% | 84% | 72% | 81% | 65% | 70% | 67% | 81% | 64% | 74% | 48% | |
| Avg Max Increase | 11.74% | 15.20% | 9.93% | 7.61% | 7.11% | 9.73% | 11.55% | 9.00% | 12.63% | 10.02% | 6.05% | |
| Max Increase | 21.60% | 57.45% | 24.15% | 16.30% | 22.64% | 28.56% | 51.12% | 42.73% | 44.48% | 43.62% | 13.84% | |
| Avg Days To Max Increase | 16 | 20 | 14 | 16 | 14 | 17 | 17 | 17 | 22 | 12 | 8 | |
| Avg Max Decline | -1.84% | -2.69% | -2.19% | -1.97% | -2.45% | -3.37% | -3.39% | -2.55% | -3.73% | -3.12% | -1.79% | |
| Max Decline | -6.03% | -12.75% | -9.58% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
| Avg Days to Max Decline | 7 | 7 | 10 | 7 | 9 | 10 | 14 | 9 | 12 | 9 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
