MRCI Online
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| ScenarioSM Study for March Cocoa(ICE) 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 | 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 | 20 | 19 | 24 | 26 | 25 | 23 | 15 | 20 | 24 | 19 | 24 | |
| Exceeded High | 17 | 18 | 20 | 20 | 16 | 16 | 13 | 15 | 19 | 16 | 17 | |
| Scenario Percentage | 85% | 95% | 83% | 77% | 64% | 70% | 87% | 75% | 79% | 84% | 71% | |
| Avg Max Increase | 12.23% | 13.81% | 11.21% | 12.58% | 10.89% | 9.22% | 9.41% | 10.22% | 16.26% | 10.64% | 6.93% | |
| Max Increase | 35.46% | 45.34% | 27.78% | 38.29% | 23.08% | 26.62% | 21.83% | 26.12% | 58.58% | 25.62% | 23.13% | |
| Avg Days To Max Increase | 19 | 18 | 17 | 15 | 14 | 14 | 15 | 13 | 15 | 11 | 11 | |
| Avg Max Decline | -2.89% | -3.94% | -2.61% | -3.76% | -3.05% | -3.29% | -2.77% | -3.17% | -3.97% | -2.43% | -1.55% | |
| Max Decline | -13.61% | -10.55% | -13.93% | -12.19% | -9.23% | -9.09% | -9.66% | -9.48% | -13.27% | -7.77% | -4.76% | |
| Avg Days to Max Decline | 5 | 12 | 9 | 11 | 8 | 7 | 7 | 9 | 10 | 8 | 3 | |
| 2016 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.
