MRCI Online
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| ScenarioSM Study for July Wheat(CBOT) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 39 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 26 | 28 | 21 | 23 | 21 | 16 | 16 | 20 | 19 | 16 | |
| Exceeded High | 15 | 19 | 20 | 14 | 17 | 18 | 11 | 12 | 15 | 11 | 7 | |
| Scenario Percentage | 71% | 73% | 71% | 67% | 74% | 86% | 69% | 75% | 75% | 58% | 44% | |
| Avg Max Increase | 7.97% | 7.83% | 7.07% | 11.12% | 12.42% | 9.78% | 11.91% | 10.79% | 14.15% | 14.13% | 8.93% | |
| Max Increase | 19.84% | 17.15% | 30.19% | 28.79% | 63.12% | 45.71% | 37.07% | 35.10% | 39.86% | 32.52% | 15.01% | |
| Avg Days To Max Increase | 17 | 14 | 17 | 19 | 15 | 15 | 17 | 16 | 15 | 13 | 7 | |
| Avg Max Decline | -3.47% | -2.11% | -2.08% | -3.36% | -3.00% | -2.10% | -4.78% | -3.22% | -2.34% | -1.72% | -1.12% | |
| Max Decline | -7.47% | -7.27% | -11.64% | -15.44% | -9.19% | -8.18% | -14.54% | -7.75% | -9.71% | -6.71% | -3.08% | |
| Avg Days to Max Decline | 11 | 9 | 11 | 12 | 11 | 10 | 11 | 11 | 6 | 5 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
