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ScenarioSM Study for July Cocoa(ICE) as of Jan 01, 2018 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 22 | 23 | 15 | 21 | 24 | 16 | 23 | 23 | 21 | 19 | 24 | |
Exceeded High | 14 | 16 | 13 | 15 | 21 | 14 | 17 | 18 | 15 | 15 | 18 | |
Scenario Percentage | 64% | 70% | 87% | 71% | 88% | 88% | 74% | 78% | 71% | 79% | 75% | |
Avg Max Increase | 9.02% | 8.54% | 8.87% | 9.53% | 13.83% | 10.53% | 14.80% | 14.22% | 14.78% | 13.22% | 7.18% | |
Max Increase | 22.46% | 25.06% | 20.03% | 24.17% | 54.06% | 25.92% | 67.00% | 45.98% | 47.32% | 40.90% | 23.61% | |
Avg Days To Max Increase | 14 | 16 | 16 | 12 | 15 | 15 | 20 | 15 | 20 | 13 | 9 | |
Avg Max Decline | -2.74% | -3.26% | -2.32% | -2.67% | -2.87% | -2.32% | -2.81% | -3.76% | -4.16% | -3.97% | -0.91% | |
Max Decline | -6.42% | -8.37% | -7.34% | -9.28% | -11.07% | -5.18% | -7.54% | -7.72% | -12.50% | -11.26% | -4.84% | |
Avg Days to Max Decline | 7 | 8 | 9 | 7 | 8 | 6 | 12 | 9 | 12 | 7 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.