MRCI Online
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| ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 30 | 24 | 26 | 22 | 24 | 20 | 23 | 19 | 18 | 21 | |
| Exceeded High | 19 | 24 | 22 | 21 | 17 | 19 | 15 | 15 | 15 | 15 | 10 | |
| Scenario Percentage | 86% | 80% | 92% | 81% | 77% | 79% | 75% | 65% | 79% | 83% | 48% | |
| Avg Max Increase | 9.09% | 9.73% | 8.84% | 7.24% | 10.69% | 8.63% | 12.43% | 11.03% | 11.77% | 9.39% | 2.39% | |
| Max Increase | 29.90% | 48.57% | 29.88% | 31.32% | 34.36% | 34.82% | 36.97% | 63.47% | 56.45% | 35.35% | 4.27% | |
| Avg Days To Max Increase | 22 | 20 | 15 | 19 | 16 | 17 | 15 | 17 | 19 | 13 | 4 | |
| Avg Max Decline | -1.11% | -1.63% | -1.17% | -1.23% | -1.61% | -2.54% | -2.58% | -1.61% | -2.29% | -3.05% | -0.46% | |
| Max Decline | -3.41% | -10.06% | -3.19% | -6.26% | -8.64% | -10.73% | -11.05% | -6.17% | -5.63% | -8.58% | -2.03% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 9 | 7 | 12 | 8 | 6 | 9 | 7 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | 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.
