MRCI Online
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| ScenarioSM Study for March Cotton(ICE) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 26 | 20 | 25 | 19 | 19 | 18 | 24 | 22 | 31 | 23 | 27 | |
| Exceeded High | 20 | 16 | 19 | 15 | 12 | 14 | 15 | 19 | 26 | 17 | 18 | |
| Scenario Percentage | 77% | 80% | 76% | 79% | 63% | 78% | 63% | 86% | 84% | 74% | 67% | |
| Avg Max Increase | 6.98% | 11.58% | 11.04% | 11.67% | 14.82% | 12.43% | 9.19% | 11.46% | 10.50% | 8.22% | 4.63% | |
| Max Increase | 27.66% | 33.40% | 54.34% | 43.69% | 47.88% | 51.25% | 32.10% | 25.60% | 45.72% | 34.77% | 16.96% | |
| Avg Days To Max Increase | 20 | 17 | 19 | 21 | 16 | 19 | 18 | 21 | 18 | 9 | 5 | |
| Avg Max Decline | -2.67% | -2.50% | -1.86% | -2.06% | -2.90% | -2.80% | -2.02% | -2.44% | -2.86% | -3.22% | -0.48% | |
| 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 | 16 | 5 | 7 | 6 | 6 | 9 | 9 | 7 | 13 | 10 | 1 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | 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.
