MRCI Online
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| ScenarioSM Study for May Cocoa(ICE) 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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 27 | 24 | 21 | 15 | 18 | 25 | 16 | 21 | 22 | 21 | |
| Exceeded High | 19 | 20 | 16 | 15 | 14 | 13 | 19 | 15 | 15 | 18 | 10 | |
| Scenario Percentage | 83% | 74% | 67% | 71% | 93% | 72% | 76% | 94% | 71% | 82% | 48% | |
| Avg Max Increase | 11.62% | 13.57% | 11.80% | 10.59% | 9.64% | 11.41% | 15.50% | 11.38% | 16.85% | 10.72% | 6.77% | |
| Max Increase | 27.80% | 37.58% | 34.66% | 26.15% | 20.86% | 24.73% | 56.27% | 26.21% | 65.86% | 39.74% | 22.25% | |
| Avg Days To Max Increase | 18 | 15 | 15 | 16 | 16 | 13 | 16 | 17 | 20 | 13 | 11 | |
| Avg Max Decline | -2.24% | -3.62% | -2.28% | -3.47% | -1.92% | -3.23% | -3.56% | -3.47% | -3.03% | -3.84% | -1.79% | |
| Max Decline | -13.94% | -12.03% | -9.43% | -8.69% | -8.39% | -9.06% | -13.44% | -13.28% | -7.98% | -7.85% | -6.60% | |
| Avg Days to Max Decline | 9 | 8 | 7 | 8 | 7 | 8 | 8 | 9 | 11 | 6 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | No | No | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
