MRCI Online
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| ScenarioSM Study for May Wheat(KCBT) 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 29 | 37 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 7 | 18 | 21 | 22 | 22 | 17 | 18 | 19 | 15 | 18 | 21 | |
| Exceeded High | 6 | 14 | 13 | 20 | 14 | 13 | 14 | 14 | 9 | 13 | 15 | |
| Scenario Percentage | 86% | 78% | 62% | 91% | 64% | 76% | 78% | 74% | 60% | 72% | 71% | |
| Avg Max Increase | 19.60% | 13.11% | 10.12% | 6.43% | 6.79% | 7.41% | 10.91% | 10.57% | 14.70% | 12.27% | 7.82% | |
| Max Increase | 50.46% | 40.52% | 29.39% | 16.40% | 17.58% | 20.09% | 51.63% | 42.06% | 45.60% | 42.53% | 16.64% | |
| Avg Days To Max Increase | 18 | 20 | 15 | 17 | 14 | 19 | 15 | 18 | 21 | 11 | 8 | |
| Avg Max Decline | -1.27% | -1.46% | -1.32% | -1.76% | -2.17% | -2.79% | -3.65% | -1.61% | -2.54% | -2.77% | -1.65% | |
| Max Decline | -5.34% | -6.62% | -8.38% | -12.37% | -10.64% | -7.98% | -10.31% | -7.65% | -11.00% | -9.06% | -10.07% | |
| Avg Days to Max Decline | 4 | 7 | 9 | 10 | 9 | 12 | 10 | 10 | 13 | 9 | 1 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
