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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May Cocoa(ICE) as of Feb 28, 2017
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   25 26 24 22 14 20 24 17 24 22 23
Exceeded High   21 20 16 15 13 15 19 16 18 19 13
Scenario Percentage   84% 77% 67% 68% 93% 75% 79% 94% 75% 86% 57%
Avg Max Increase   11.05% 12.11% 10.54% 9.22% 9.16% 9.84% 15.54% 10.92% 14.85% 11.15% 5.56%
Max Increase   27.80% 37.58% 22.73% 25.55% 20.86% 24.73% 56.27% 26.21% 65.86% 39.74% 22.25%
Avg Days To Max Increase   18 15 15 17 15 13 16 17 19 12 10
Avg Max Decline   -2.38% -3.56% -2.88% -3.67% -2.59% -3.03% -3.90% -3.34% -2.80% -3.92% -1.54%
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   10 10 8 8 8 9 9 9 11 6 3
2017 Contract Condition       Yes                
Action       No                
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   20 19 21 22 31 25 21 28 21 23 22
Penetrated Low   11 17 17 19 23 17 16 21 18 21 14
Scenario Percentage   55% 89% 81% 86% 74% 68% 76% 75% 86% 91% 64%
Avg Max Decline   8.34% 8.00% 9.75% 9.67% 7.48% 5.97% 7.81% 9.07% 11.50% 10.15% 4.84%
Max Decline   21.79% 24.31% 33.40% 26.03% 13.61% 13.47% 16.47% 19.84% 30.75% 25.76% 13.03%
Avg Days To Max Decline   16 18 19 21 17 16 12 17 19 12 8
Avg Max Increase   -3.21% -1.98% -3.59% -1.78% -2.60% -3.52% -3.38% -2.24% -3.78% -2.98% -1.78%
Max Increase   -7.95% -6.64% -13.43% -5.14% -13.00% -11.04% -13.94% -8.99% -23.79% -10.49% -5.79%
Avg Days to Max Increase   8 11 12 12 8 12 11 7 9 7 3
2017 Contract Condition   Yes Yes   Yes Yes Yes Yes Yes Yes    
Action   Yes Yes   Yes Yes Yes Yes Yes Not Yet    
High 3180 3121 3088 3078 2917 2790 2659 2420 2273 2146    
Low 2864 2868 2803 2801 2685 2586 2358 2110 2072 1890    
Close/Last 2972 2893 2821 2870 2731 2624 2380 2113 2102 1909    

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Newsflash

For example...

Did you know that December Australian Dollars have closed higher on Nov. 7th than on Sept. 9th in 12 of the last 15 years?
See the facts: http://goo.gl/tquCtO

More historical Forex Facts are available in MRCI's Forex Report!

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!