MRCI Online
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| ScenarioSM Study for May Wheat(CBOT) as of Dec 30, 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 | 40 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 24 | 24 | 26 | 26 | 20 | 21 | 22 | 14 | 20 | 20 | |
| Exceeded High | 7 | 20 | 16 | 21 | 16 | 14 | 13 | 17 | 9 | 15 | 9 | |
| Scenario Percentage | 58% | 83% | 67% | 81% | 62% | 70% | 62% | 77% | 64% | 75% | 45% | |
| Avg Max Increase | 11.73% | 15.21% | 10.53% | 7.66% | 8.38% | 10.70% | 12.24% | 9.00% | 12.87% | 9.58% | 5.77% | |
| Max Increase | 21.60% | 57.45% | 24.15% | 16.30% | 22.64% | 28.56% | 51.12% | 42.73% | 44.48% | 43.62% | 12.46% | |
| Avg Days To Max Increase | 14 | 20 | 13 | 16 | 14 | 16 | 16 | 17 | 18 | 13 | 7 | |
| Avg Max Decline | -1.78% | -2.68% | -2.29% | -2.04% | -2.90% | -3.33% | -3.34% | -2.55% | -4.15% | -3.30% | -1.89% | |
| Max Decline | -6.03% | -12.75% | -9.58% | -12.20% | -12.26% | -15.75% | -8.75% | -9.39% | -15.57% | -9.45% | -8.54% | |
| Avg Days to Max Decline | 7 | 7 | 11 | 8 | 10 | 9 | 13 | 9 | 10 | 9 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
