MRCI Online
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| ScenarioSM Study for December Cocoa(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 21 | 19 | 18 | 19 | 23 | 26 | 25 | 25 | 15 | 21 | |
| Exceeded High | 13 | 15 | 15 | 13 | 17 | 20 | 19 | 17 | 16 | 12 | 12 | |
| Scenario Percentage | 93% | 71% | 79% | 72% | 89% | 87% | 73% | 68% | 64% | 80% | 57% | |
| Avg Max Increase | 10.77% | 14.21% | 15.05% | 15.36% | 14.32% | 11.91% | 14.21% | 11.99% | 12.88% | 10.01% | 9.10% | |
| Max Increase | 23.84% | 49.61% | 45.37% | 39.09% | 50.35% | 27.94% | 39.24% | 33.03% | 28.13% | 24.57% | 24.48% | |
| Avg Days To Max Increase | 16 | 21 | 20 | 21 | 14 | 17 | 16 | 16 | 13 | 14 | 11 | |
| Avg Max Decline | -1.98% | -2.86% | -3.77% | -3.62% | -4.07% | -3.05% | -4.17% | -2.78% | -3.56% | -2.04% | -1.64% | |
| Max Decline | -9.11% | -9.94% | -6.94% | -13.61% | -11.33% | -13.39% | -13.88% | -7.99% | -9.29% | -10.27% | -8.68% | |
| Avg Days to Max Decline | 7 | 9 | 8 | 9 | 12 | 8 | 9 | 7 | 9 | 5 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
