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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Cocoa(ICE) as of Mar 31, 2017
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   21 23 15 21 24 17 24 23 21 19 24
Exceeded High   14 16 13 15 21 15 18 19 15 16 18
Scenario Percentage   67% 70% 87% 71% 88% 88% 75% 83% 71% 84% 75%
Avg Max Increase   9.02% 8.54% 8.87% 9.53% 13.83% 10.50% 14.49% 13.77% 14.78% 12.59% 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 16 20 13 9
Avg Max Decline   -2.74% -3.26% -2.32% -2.67% -2.87% -2.50% -2.77% -3.86% -4.16% -4.28% -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 7 12 9 12 8 2
2017 Contract Condition   Yes             Yes      
Action   No             Not Yet      
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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 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 Lower   23 22 30 24 21 28 21 22 24 26 21
Penetrated Low   18 19 23 16 16 20 18 20 20 21 6
Scenario Percentage   78% 86% 77% 67% 76% 71% 86% 91% 83% 81% 29%
Avg Max Decline   9.62% 9.50% 7.09% 5.24% 7.43% 9.01% 11.45% 12.62% 11.20% 7.26% 5.84%
Max Decline   32.59% 25.41% 13.39% 13.04% 15.30% 19.10% 26.80% 29.45% 31.58% 20.88% 12.00%
Avg Days To Max Decline   19 19 17 17 14 17 19 20 16 12 9
Avg Max Increase   -3.45% -1.51% -2.33% -3.33% -3.01% -2.05% -3.36% -3.58% -3.59% -2.94% -0.46%
Max Increase   -11.50% -4.89% -13.02% -10.78% -11.34% -9.12% -23.79% -12.88% -12.36% -10.76% -3.85%
Avg Days to Max Increase   14 11 8 12 11 7 9 13 10 6 2
2017 Contract Condition     Yes Yes Yes Yes Yes Yes        
Action     Yes Yes Yes Yes Yes Yes        
High 3077 3069 2907 2782 2661 2416 2270 2154 2188      
Low 2800 2802 2687 2585 2363 2110 2087 1901 1879      
Close/Last 2815 2865 2731 2625 2374 2114 2111 1920 2098      

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Newsflash

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

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