MRCI Online
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| ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 21 | 18 | 21 | 19 | 16 | 24 | 23 | 25 | 28 | 24 | |
| Exceeded High | 14 | 14 | 14 | 15 | 13 | 11 | 19 | 14 | 19 | 15 | 14 | |
| Scenario Percentage | 78% | 67% | 78% | 71% | 68% | 69% | 79% | 61% | 76% | 54% | 58% | |
| Avg Max Increase | 9.43% | 11.47% | 9.75% | 14.21% | 15.19% | 19.29% | 17.52% | 12.97% | 9.83% | 9.51% | 6.14% | |
| Max Increase | 44.14% | 33.07% | 30.94% | 42.98% | 33.73% | 71.37% | 55.25% | 31.91% | 25.73% | 23.58% | 19.11% | |
| Avg Days To Max Increase | 16 | 17 | 16 | 14 | 18 | 17 | 21 | 16 | 18 | 12 | 9 | |
| Avg Max Decline | -2.01% | -4.24% | -3.57% | -2.16% | -2.75% | -2.68% | -3.15% | -3.00% | -1.86% | -2.68% | -1.18% | |
| Max Decline | -7.09% | -12.37% | -11.59% | -8.67% | -9.19% | -8.05% | -15.26% | -11.16% | -4.46% | -13.87% | -2.77% | |
| Avg Days to Max Decline | 12 | 12 | 14 | 3 | 7 | 6 | 8 | 9 | 5 | 6 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
