MRCI Online
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| ScenarioSM Study for May Cotton(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 21 | 20 | 17 | 24 | 20 | 31 | 22 | 27 | 23 | 26 | |
| Exceeded High | 15 | 16 | 14 | 14 | 16 | 17 | 26 | 17 | 25 | 14 | 15 | |
| Scenario Percentage | 75% | 76% | 70% | 82% | 67% | 85% | 84% | 77% | 93% | 61% | 58% | |
| Avg Max Increase | 10.23% | 10.88% | 12.45% | 10.34% | 7.60% | 10.36% | 10.55% | 11.01% | 8.42% | 8.85% | 2.86% | |
| Max Increase | 52.50% | 42.15% | 44.70% | 47.39% | 25.88% | 25.51% | 51.83% | 34.64% | 18.77% | 26.32% | 9.74% | |
| Avg Days To Max Increase | 16 | 20 | 15 | 19 | 17 | 23 | 19 | 14 | 20 | 12 | 5 | |
| Avg Max Decline | -1.75% | -1.76% | -2.75% | -2.59% | -1.86% | -2.03% | -2.81% | -3.12% | -3.15% | -2.78% | -0.72% | |
| 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 | 9 | 6 | 7 | 13 | 11 | 13 | 7 | 1 | |
| 2018 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.
