MRCI Online
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| ScenarioSM Study for December Cocoa(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 17 | 23 | 23 | 20 | 19 | 24 | 26 | 24 | 25 | 15 | 21 | |
| Exceeded High | 15 | 16 | 19 | 15 | 17 | 21 | 20 | 15 | 16 | 12 | 12 | |
| Scenario Percentage | 88% | 70% | 83% | 75% | 89% | 88% | 77% | 63% | 64% | 80% | 57% | |
| Avg Max Increase | 10.26% | 13.07% | 13.36% | 14.17% | 14.73% | 11.43% | 12.63% | 10.81% | 10.48% | 8.87% | 7.37% | |
| Max Increase | 23.84% | 49.61% | 45.37% | 39.09% | 50.35% | 27.94% | 39.24% | 22.11% | 28.13% | 24.57% | 24.48% | |
| Avg Days To Max Increase | 15 | 20 | 19 | 21 | 16 | 17 | 16 | 16 | 15 | 13 | 9 | |
| Avg Max Decline | -2.24% | -2.60% | -3.64% | -3.49% | -4.23% | -3.36% | -4.34% | -3.58% | -3.54% | -3.37% | -0.79% | |
| Max Decline | -9.11% | -6.90% | -6.94% | -13.61% | -11.33% | -13.39% | -13.88% | -7.99% | -9.29% | -10.27% | -8.68% | |
| Avg Days to Max Decline | 7 | 8 | 9 | 8 | 13 | 9 | 11 | 8 | 7 | 7 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | 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.
