MRCI Online
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| ScenarioSM Study for March Cocoa(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 18 | 22 | 26 | 26 | 24 | 15 | 19 | 25 | 16 | 21 | |
| Exceeded High | 13 | 17 | 18 | 19 | 19 | 17 | 13 | 14 | 18 | 13 | 15 | |
| Scenario Percentage | 76% | 94% | 82% | 73% | 73% | 71% | 87% | 74% | 72% | 81% | 71% | |
| Avg Max Increase | 13.23% | 13.19% | 12.24% | 14.23% | 12.16% | 11.60% | 10.29% | 11.69% | 15.70% | 10.86% | 7.69% | |
| Max Increase | 35.46% | 45.34% | 27.78% | 38.29% | 33.68% | 27.14% | 21.83% | 26.12% | 58.58% | 25.62% | 23.13% | |
| Avg Days To Max Increase | 18 | 17 | 17 | 15 | 15 | 14 | 15 | 13 | 14 | 11 | 11 | |
| Avg Max Decline | -2.83% | -3.94% | -2.29% | -3.62% | -2.30% | -3.26% | -1.65% | -2.96% | -3.05% | -1.81% | -1.48% | |
| Max Decline | -13.61% | -10.55% | -13.93% | -12.19% | -9.23% | -9.09% | -9.66% | -9.48% | -13.27% | -7.77% | -4.18% | |
| Avg Days to Max Decline | 6 | 13 | 8 | 9 | 7 | 8 | 5 | 8 | 9 | 6 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
