MRCI Online
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| ScenarioSM Study for July Wheat(MGE) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 20 | 26 | 26 | 28 | 29 | 29 | 29 | 29 | 29 | 29 | 29 |
| Closed Higher | 12 | 14 | 16 | 9 | 12 | 14 | 11 | 14 | 16 | 12 | 14 |
| Exceeded High | 10 | 14 | 7 | 6 | 10 | 12 | 9 | 11 | 10 | 9 | 8 |
| Scenario Percentage | 83% | 100% | 44% | 67% | 83% | 86% | 82% | 79% | 62% | 75% | 57% |
| Avg Max Increase | 9.28% | 5.32% | 4.86% | 10.12% | 14.19% | 9.73% | 11.32% | 12.03% | 17.54% | 18.02% | 8.51% |
| Max Increase | 25.32% | 9.71% | 14.37% | 37.75% | 74.25% | 48.31% | 39.92% | 36.23% | 49.92% | 35.01% | 17.61% |
| Avg Days To Max Increase | 12 | 16 | 19 | 20 | 16 | 14 | 16 | 16 | 16 | 17 | 16 |
| Avg Max Decline | -0.30% | -1.18% | -1.52% | -1.16% | -2.10% | -1.84% | -4.42% | -1.63% | -1.91% | -3.21% | -1.39% |
| Max Decline | -3.31% | -8.32% | -4.90% | -1.86% | -7.43% | -4.32% | -11.49% | -4.39% | -7.81% | -11.09% | -8.42% |
| Avg Days to Max Decline | 8 | 9 | 12 | 8 | 15 | 9 | 13 | 11 | 5 | 5 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
