MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 23 | 24 | 17 | 23 | 22 | 21 | 19 | 21 | 21 | 25 | |
| Exceeded High | 15 | 17 | 17 | 16 | 17 | 17 | 15 | 16 | 17 | 18 | 13 | |
| Scenario Percentage | 94% | 74% | 71% | 94% | 74% | 77% | 71% | 84% | 81% | 86% | 52% | |
| Avg Max Increase | 7.73% | 9.02% | 12.40% | 11.09% | 9.33% | 9.01% | 9.42% | 10.12% | 8.73% | 8.93% | 5.43% | |
| Max Increase | 19.24% | 24.83% | 52.55% | 30.91% | 30.39% | 27.25% | 21.07% | 19.31% | 23.44% | 18.53% | 14.16% | |
| Avg Days To Max Increase | 17 | 15 | 15 | 15 | 16 | 15 | 19 | 17 | 15 | 11 | 8 | |
| Avg Max Decline | -2.15% | -2.56% | -2.02% | -1.46% | -2.60% | -3.71% | -3.34% | -4.55% | -3.50% | -4.84% | -1.13% | |
| Max Decline | -6.22% | -8.84% | -11.17% | -3.70% | -6.12% | -7.25% | -7.63% | -11.82% | -13.99% | -15.06% | -4.36% | |
| Avg Days to Max Decline | 9 | 8 | 6 | 4 | 10 | 10 | 8 | 12 | 10 | 8 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |
| Action | Yes | Yes | Yes | Yes | Yes | 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.
