MRCI Online
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| ScenarioSM Study for September Wheat(CBOT) as of May 17, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 28 | 19 | 20 | 23 | 20 | 17 | 24 | 17 | 18 | 22 | 23 | |
| Exceeded High | 17 | 14 | 17 | 16 | 14 | 13 | 18 | 11 | 12 | 14 | 11 | |
| Scenario Percentage | 61% | 74% | 85% | 70% | 70% | 76% | 75% | 65% | 67% | 64% | 48% | |
| Avg Max Increase | 6.41% | 8.81% | 10.85% | 9.60% | 14.44% | 12.37% | 12.97% | 15.07% | 19.81% | 13.66% | 6.15% | |
| Max Increase | 17.88% | 20.85% | 60.26% | 45.64% | 35.48% | 33.54% | 42.22% | 33.42% | 75.12% | 40.63% | 19.81% | |
| Avg Days To Max Increase | 17 | 19 | 15 | 14 | 17 | 16 | 14 | 19 | 17 | 11 | 6 | |
| Avg Max Decline | -2.43% | -3.79% | -2.50% | -2.08% | -4.16% | -3.11% | -2.51% | -2.40% | -3.35% | -2.46% | -0.55% | |
| Max Decline | -10.90% | -14.23% | -8.92% | -7.48% | -13.13% | -6.84% | -9.37% | -8.03% | -10.30% | -8.14% | -4.45% | |
| Avg Days to Max Decline | 12 | 15 | 10 | 11 | 11 | 10 | 4 | 8 | 6 | 6 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
