MRCI Online
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| ScenarioSM Study for May Cotton(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 19 | 19 | 19 | 23 | 21 | 29 | 22 | 26 | 22 | 24 | |
| Exceeded High | 16 | 14 | 14 | 15 | 13 | 18 | 25 | 17 | 24 | 14 | 14 | |
| Scenario Percentage | 76% | 74% | 74% | 79% | 57% | 86% | 86% | 77% | 92% | 64% | 58% | |
| Avg Max Increase | 8.89% | 11.64% | 12.40% | 11.28% | 9.00% | 10.62% | 10.71% | 10.87% | 9.85% | 9.95% | 2.86% | |
| Max Increase | 52.50% | 42.15% | 44.70% | 47.39% | 25.88% | 25.51% | 51.83% | 34.64% | 36.94% | 27.61% | 9.74% | |
| Avg Days To Max Increase | 17 | 21 | 15 | 20 | 17 | 22 | 20 | 14 | 20 | 12 | 5 | |
| Avg Max Decline | -1.64% | -1.67% | -2.75% | -2.59% | -1.95% | -1.77% | -2.67% | -3.25% | -2.96% | -2.52% | -0.62% | |
| Max Decline | -9.69% | -5.81% | -13.33% | -9.66% | -8.93% | -6.54% | -11.48% | -9.28% | -11.07% | -7.60% | -2.48% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 11 | 6 | 5 | 14 | 11 | 12 | 7 | 1 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
