MRCI Online
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| ScenarioSM Study for July Wheat(CBOT) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 26 | 28 | 21 | 23 | 21 | 17 | 16 | 20 | 19 | 16 | |
| Exceeded High | 15 | 20 | 20 | 14 | 17 | 18 | 11 | 13 | 15 | 12 | 8 | |
| Scenario Percentage | 68% | 77% | 71% | 67% | 74% | 86% | 65% | 81% | 75% | 63% | 50% | |
| Avg Max Increase | 8.10% | 7.47% | 7.78% | 11.95% | 12.42% | 9.78% | 13.29% | 10.43% | 14.11% | 15.37% | 8.07% | |
| Max Increase | 19.84% | 17.15% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.49% | |
| Avg Days To Max Increase | 16 | 14 | 16 | 18 | 15 | 15 | 17 | 15 | 14 | 12 | 8 | |
| Avg Max Decline | -3.42% | -2.28% | -2.28% | -3.31% | -3.00% | -2.10% | -4.50% | -3.39% | -2.48% | -1.63% | -1.76% | |
| Max Decline | -7.47% | -7.27% | -11.64% | -15.44% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -6.22% | |
| Avg Days to Max Decline | 11 | 10 | 11 | 11 | 11 | 10 | 9 | 11 | 6 | 4 | 1 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | No | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
