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ScenarioSM Study for September Cocoa(ICE) as of Jan 01, 2009 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 22 | 26 | 14 | 20 | 19 | 17 | 18 | 23 | 24 | 26 | |
Exceeded High | 14 | 17 | 19 | 13 | 15 | 15 | 12 | 16 | 19 | 19 | 15 | |
Scenario Percentage | 93% | 77% | 73% | 93% | 75% | 79% | 71% | 89% | 83% | 79% | 58% | |
Avg Max Increase | 8.81% | 11.73% | 13.69% | 10.83% | 15.72% | 14.56% | 17.21% | 13.87% | 11.83% | 10.73% | 7.83% | |
Max Increase | 19.24% | 45.79% | 52.55% | 25.76% | 58.68% | 46.19% | 47.16% | 58.40% | 32.22% | 23.07% | 25.09% | |
Avg Days To Max Increase | 15 | 15 | 14 | 13 | 20 | 17 | 20 | 16 | 17 | 11 | 10 | |
Avg Max Decline | -1.63% | -1.85% | -1.74% | -1.49% | -2.82% | -3.65% | -3.88% | -4.59% | -3.66% | -4.56% | -0.84% | |
Max Decline | -6.65% | -8.84% | -8.99% | -4.86% | -10.54% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -4.36% | |
Avg Days to Max Decline | 7 | 5 | 6 | 6 | 8 | 7 | 8 | 12 | 8 | 8 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.