Evaluation of alternative marketing strategies involved the simulation of 12 strategies using price data for the period 1974 through 1985. The cash sale at harvest strategy served as a benchmark for the 11 other alternatives, all of which were hedging strategies. Computer programs developed to simulate the hedging strategies accounted for brokerage fees, margin calls, margin withdrawals, and interest costs associated with hedging. Two of the hedging strategies were classified as routine strategies since a hedge was maintained continuously once it was placed. There were five hedging strategies categorized as selective strategies that allowed the hedge to be placed or lifted repeatedly as signalled by moving average indicators. The remaining four strategies dealt with the adjustment of moving average lengths to improve the performance of the hedging strategy. Rules based upon the daily highs and daily lows of the futures contract were used to vary the length of the adjustable moving average. The adjustable moving average concept was effective in increasing the producer a return from hedging. However, the variance of return was generally increased as well.