MRCI Online
|
| ScenarioSM Study for May Wheat(KCBT) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 24 | 32 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 5 | 15 | 18 | 19 | 19 | 16 | 16 | 17 | 14 | 16 | 19 | |
| Exceeded High | 4 | 11 | 12 | 17 | 12 | 12 | 12 | 13 | 8 | 11 | 14 | |
| Scenario Percentage | 80% | 73% | 67% | 89% | 63% | 75% | 75% | 76% | 57% | 69% | 74% | |
| Avg Max Increase | 11.97% | 13.76% | 10.55% | 6.14% | 5.65% | 7.17% | 11.15% | 10.84% | 14.00% | 12.44% | 7.61% | |
| Max Increase | 20.30% | 40.52% | 29.39% | 10.40% | 15.19% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 16.64% | |
| Avg Days To Max Increase | 22 | 21 | 15 | 18 | 12 | 19 | 17 | 19 | 19 | 12 | 8 | |
| Avg Max Decline | -1.89% | -1.37% | -1.29% | -1.59% | -1.26% | -2.68% | -3.34% | -1.69% | -2.98% | -2.56% | -1.66% | |
| Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -4.15% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
| Avg Days to Max Decline | 5 | 7 | 9 | 11 | 8 | 12 | 9 | 10 | 15 | 9 | 1 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | No | Yes | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
