MRCI Online
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| ScenarioSM Study for May Cotton(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 21 | 19 | 20 | 22 | 22 | 25 | 21 | 24 | 19 | 24 | |
| Exceeded High | 18 | 16 | 14 | 15 | 12 | 18 | 20 | 16 | 22 | 13 | 13 | |
| Scenario Percentage | 78% | 76% | 74% | 75% | 55% | 82% | 80% | 76% | 92% | 68% | 54% | |
| Avg Max Increase | 9.06% | 10.65% | 9.39% | 7.22% | 8.24% | 10.08% | 8.99% | 8.59% | 10.40% | 8.66% | 2.22% | |
| Max Increase | 52.50% | 42.15% | 38.49% | 21.82% | 22.01% | 25.51% | 19.05% | 33.23% | 36.94% | 27.61% | 6.09% | |
| Avg Days To Max Increase | 18 | 22 | 18 | 20 | 17 | 22 | 19 | 15 | 21 | 13 | 4 | |
| Avg Max Decline | -1.49% | -1.50% | -2.72% | -2.10% | -1.29% | -1.49% | -2.27% | -3.33% | -2.93% | -2.60% | -0.76% | |
| Max Decline | -9.69% | -5.81% | -13.33% | -9.66% | -4.96% | -6.54% | -5.25% | -9.28% | -11.07% | -7.60% | -2.48% | |
| Avg Days to Max Decline | 7 | 6 | 9 | 12 | 3 | 4 | 14 | 11 | 11 | 7 | 1 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | 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.
