MRCI Online
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| ScenarioSM Study for July Wheat(CBOT) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | 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 | 20 | 26 | 27 | 23 | 22 | 20 | 16 | 17 | 19 | 22 | 16 |
| Exceeded High | 15 | 19 | 20 | 16 | 16 | 17 | 11 | 12 | 15 | 14 | 7 |
| Scenario Percentage | 75% | 73% | 74% | 70% | 73% | 85% | 69% | 71% | 79% | 64% | 44% |
| Avg Max Increase | 7.97% | 7.13% | 6.46% | 10.27% | 12.27% | 9.91% | 12.35% | 10.79% | 15.48% | 12.66% | 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 | 17 | 14 | 17 | 17 | 16 | 16 | 19 | 16 | 16 | 13 | 8 |
| Avg Max Decline | -3.47% | -2.05% | -1.45% | -2.93% | -2.46% | -2.23% | -4.52% | -3.22% | -2.27% | -1.63% | -1.44% |
| Max Decline | -7.47% | -7.27% | -4.45% | -15.44% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -3.08% |
| Avg Days to Max Decline | 11 | 10 | 11 | 10 | 10 | 10 | 11 | 11 | 6 | 6 | 1 |
| 2009 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.
