MRCI Online
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| ScenarioSM Study for July Cocoa(ICE) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 22 | 16 | 23 | 23 | 17 | 23 | 22 | 21 | 19 | 21 | |
| Exceeded High | 14 | 16 | 14 | 17 | 19 | 16 | 17 | 17 | 14 | 15 | 15 | |
| Scenario Percentage | 61% | 73% | 88% | 74% | 83% | 94% | 74% | 77% | 67% | 79% | 71% | |
| Avg Max Increase | 7.99% | 7.76% | 8.46% | 9.53% | 12.03% | 11.39% | 9.72% | 9.29% | 9.89% | 8.66% | 4.70% | |
| Max Increase | 21.28% | 22.82% | 20.03% | 24.17% | 54.06% | 31.15% | 31.33% | 27.19% | 18.86% | 16.00% | 11.66% | |
| Avg Days To Max Increase | 13 | 17 | 16 | 13 | 14 | 15 | 17 | 16 | 22 | 13 | 8 | |
| Avg Max Decline | -2.27% | -2.78% | -2.22% | -2.82% | -2.20% | -1.72% | -2.94% | -3.92% | -4.13% | -4.03% | -0.73% | |
| Max Decline | -5.86% | -8.37% | -6.77% | -9.28% | -11.07% | -4.34% | -7.54% | -7.72% | -8.54% | -11.26% | -2.44% | |
| Avg Days to Max Decline | 5 | 7 | 7 | 8 | 6 | 4 | 13 | 9 | 16 | 9 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
