MRCI Online
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| ScenarioSM Study for December Cocoa(ICE) as of Dec 27, 2023 | ||||||||||||
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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 | 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 | 22 | 19 | 20 | 21 | 26 | 21 | 14 | 24 | |
| Exceeded High | 16 | 16 | 19 | 16 | 16 | 17 | 18 | 14 | 14 | 11 | 13 | |
| Scenario Percentage | 94% | 70% | 83% | 73% | 84% | 85% | 86% | 54% | 67% | 79% | 54% | |
| Avg Max Increase | 10.59% | 9.34% | 9.22% | 9.46% | 11.28% | 8.29% | 10.14% | 8.80% | 9.09% | 9.58% | 6.48% | |
| Max Increase | 29.56% | 28.24% | 27.39% | 21.31% | 20.34% | 23.43% | 22.98% | 20.13% | 28.13% | 24.57% | 24.48% | |
| Avg Days To Max Increase | 17 | 17 | 18 | 19 | 16 | 15 | 14 | 13 | 14 | 11 | 8 | |
| Avg Max Decline | -1.93% | -2.67% | -3.45% | -3.03% | -3.97% | -3.18% | -4.58% | -3.31% | -3.21% | -2.52% | -1.19% | |
| Max Decline | -9.11% | -6.90% | -6.94% | -7.04% | -11.33% | -13.39% | -13.88% | -7.28% | -9.29% | -7.83% | -8.68% | |
| Avg Days to Max Decline | 5 | 11 | 10 | 9 | 12 | 9 | 12 | 7 | 9 | 6 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | 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.
