MRCI Online
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| ScenarioSM Study for December Wheat(CBOT) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 20 | 19 | 24 | 19 | 17 | 23 | 23 | 27 | 28 | 23 | |
| Exceeded High | 15 | 15 | 15 | 18 | 11 | 11 | 18 | 14 | 21 | 14 | 12 | |
| Scenario Percentage | 68% | 75% | 79% | 75% | 58% | 65% | 78% | 61% | 78% | 50% | 52% | |
| Avg Max Increase | 9.68% | 12.91% | 11.44% | 12.55% | 14.64% | 19.21% | 13.04% | 12.99% | 9.59% | 8.56% | 4.30% | |
| Max Increase | 44.14% | 33.07% | 31.79% | 42.98% | 33.73% | 71.37% | 48.19% | 31.91% | 25.73% | 18.06% | 9.63% | |
| Avg Days To Max Increase | 14 | 17 | 17 | 13 | 20 | 16 | 19 | 16 | 18 | 14 | 8 | |
| Avg Max Decline | -2.04% | -3.98% | -3.72% | -2.38% | -2.46% | -3.39% | -2.94% | -2.78% | -1.80% | -2.83% | -1.64% | |
| Max Decline | -7.09% | -12.37% | -11.59% | -8.67% | -8.22% | -9.74% | -10.13% | -8.29% | -5.32% | -13.87% | -3.15% | |
| Avg Days to Max Decline | 11 | 10 | 13 | 4 | 7 | 5 | 7 | 10 | 5 | 7 | 2 | |
| 2023 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | No | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
