MRCI Online
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| ScenarioSM Study for March Cotton(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 21 | 24 | 19 | 19 | 19 | 23 | 22 | 30 | 23 | 27 | |
| Exceeded High | 18 | 16 | 18 | 15 | 13 | 15 | 13 | 19 | 26 | 17 | 19 | |
| Scenario Percentage | 75% | 76% | 75% | 79% | 68% | 79% | 57% | 86% | 87% | 74% | 70% | |
| Avg Max Increase | 7.96% | 10.69% | 10.52% | 11.84% | 14.01% | 11.66% | 9.96% | 11.90% | 10.12% | 7.51% | 3.75% | |
| Max Increase | 27.66% | 33.40% | 54.34% | 43.69% | 47.88% | 51.25% | 32.10% | 25.60% | 45.72% | 29.29% | 16.96% | |
| Avg Days To Max Increase | 21 | 17 | 20 | 21 | 16 | 18 | 19 | 21 | 18 | 7 | 3 | |
| Avg Max Decline | -2.60% | -2.45% | -1.93% | -1.99% | -2.72% | -2.55% | -2.03% | -2.27% | -2.79% | -2.98% | -0.49% | |
| Max Decline | -9.75% | -8.56% | -10.52% | -6.21% | -11.15% | -10.44% | -7.74% | -6.83% | -11.97% | -7.71% | -7.38% | |
| Avg Days to Max Decline | 15 | 5 | 8 | 6 | 5 | 8 | 8 | 6 | 13 | 9 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
