MRCI Online
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| ScenarioSM Study for May Cotton(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 20 | 20 | 19 | 23 | 20 | 31 | 23 | 28 | 23 | 26 | |
| Exceeded High | 14 | 15 | 14 | 15 | 14 | 17 | 27 | 18 | 26 | 14 | 15 | |
| Scenario Percentage | 74% | 75% | 70% | 79% | 61% | 85% | 87% | 78% | 93% | 61% | 58% | |
| Avg Max Increase | 9.62% | 11.29% | 12.40% | 10.93% | 8.43% | 11.09% | 10.50% | 10.97% | 9.73% | 9.88% | 2.60% | |
| 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 | 18 | 21 | 15 | 20 | 17 | 23 | 20 | 15 | 21 | 12 | 4 | |
| Avg Max Decline | -1.89% | -1.64% | -2.75% | -2.69% | -2.01% | -1.88% | -2.74% | -3.14% | -3.05% | -2.52% | -0.66% | |
| 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 | 8 | 6 | 7 | 11 | 5 | 5 | 14 | 11 | 12 | 7 | 1 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | 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.
