MRCI Online
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| ScenarioSM Study for May Wheat(CBOT) as of Oct 03, 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 23 | 24 | 27 | 26 | 19 | 19 | 24 | 14 | 19 | 21 | |
| Exceeded High | 9 | 19 | 16 | 22 | 16 | 13 | 14 | 17 | 10 | 13 | 11 | |
| Scenario Percentage | 60% | 83% | 67% | 81% | 62% | 68% | 74% | 71% | 71% | 68% | 52% | |
| Avg Max Increase | 11.60% | 10.85% | 10.46% | 6.96% | 7.88% | 9.02% | 11.36% | 8.41% | 16.14% | 10.17% | 5.60% | |
| Max Increase | 21.60% | 39.14% | 24.15% | 16.30% | 22.32% | 21.63% | 51.12% | 42.73% | 45.99% | 43.62% | 12.46% | |
| Avg Days To Max Increase | 13 | 19 | 13 | 15 | 17 | 18 | 16 | 15 | 15 | 13 | 7 | |
| Avg Max Decline | -2.29% | -2.52% | -2.16% | -1.91% | -3.10% | -4.02% | -3.21% | -2.61% | -3.62% | -3.53% | -1.79% | |
| Max Decline | -8.84% | -9.10% | -7.32% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
| Avg Days to Max Decline | 7 | 6 | 11 | 7 | 13 | 10 | 11 | 9 | 9 | 8 | 2 | |
| 2023 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
