MRCI Online
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| ScenarioSM Study for July Wheat(CBOT) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 36 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 27 | 28 | 22 | 22 | 20 | 16 | 16 | 19 | 21 | 16 | |
| Exceeded High | 16 | 20 | 21 | 15 | 15 | 17 | 11 | 11 | 15 | 13 | 7 | |
| Scenario Percentage | 76% | 74% | 75% | 68% | 68% | 85% | 69% | 69% | 79% | 62% | 44% | |
| Avg Max Increase | 8.32% | 7.14% | 6.26% | 10.02% | 12.71% | 9.91% | 12.35% | 10.09% | 15.48% | 13.16% | 5.42% | |
| Max Increase | 19.84% | 13.66% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 9.02% | |
| Avg Days To Max Increase | 16 | 14 | 17 | 18 | 17 | 16 | 19 | 15 | 16 | 14 | 8 | |
| Avg Max Decline | -3.26% | -2.01% | -1.74% | -2.10% | -2.44% | -2.23% | -4.52% | -2.97% | -2.27% | -1.74% | -1.44% | |
| Max Decline | -7.47% | -7.27% | -7.47% | -5.96% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -3.08% | |
| Avg Days to Max Decline | 10 | 9 | 11 | 11 | 11 | 10 | 11 | 11 | 6 | 6 | 1 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
