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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Cotton(ICE) as of Jul 31, 2017
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   24 31 23 26 23 26 19 24 19 18 20
Exceeded High   21 24 21 22 18 21 15 15 15 15 8
Scenario Percentage   88% 77% 91% 85% 78% 81% 79% 63% 79% 83% 40%
Avg Max Increase   8.62% 9.48% 8.86% 6.79% 9.84% 7.83% 13.42% 12.32% 11.60% 9.57% 2.42%
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   21 20 15 20 14 16 14 15 19 13 4
Avg Max Decline   -1.02% -1.64% -1.21% -1.38% -1.60% -2.61% -2.52% -1.38% -2.41% -3.27% -0.46%
Max Decline   -3.41% -10.06% -3.19% -6.58% -8.64% -10.73% -11.05% -6.17% -5.63% -8.58% -2.03%
Avg Days to Max Decline   7 9 6 10 7 13 5 5 9 7 1
2017 Contract Condition   Yes   Yes Yes Yes Yes     Yes    
Action   Yes   Yes Yes Yes Yes     Not Yet    
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   21 13 22 19 21 19 26 21 26 27 25
Penetrated Low   17 11 18 16 17 16 20 18 23 19 10
Scenario Percentage   81% 85% 82% 84% 81% 84% 77% 86% 88% 70% 40%
Avg Max Decline   5.16% 6.39% 7.01% 6.59% 9.45% 11.09% 9.73% 11.46% 8.51% 7.36% 3.90%
Max Decline   10.02% 14.66% 23.26% 20.32% 24.16% 27.03% 27.01% 24.41% 24.28% 23.65% 8.96%
Avg Days To Max Decline   18 19 15 17 19 19 17 14 18 12 5
Avg Max Increase   -1.07% -1.37% -2.09% -2.12% -3.24% -2.84% -2.88% -2.04% -1.93% -2.62% -2.40%
Max Increase   -4.37% -7.65% -7.79% -8.68% -11.33% -13.52% -12.42% -8.87% -15.14% -7.57% -9.01%
Avg Days to Max Increase   8 12 9 13 12 11 8 9 6 10 2
2017 Contract Condition     Yes         Yes Yes      
Action     No         Yes Not Yet      
High 71.13 71.93 71.13 72.73 74.68 76.61 76.62 79.92 75.75 72.02    
Low 67.73 68.40 69.22 70.74 72.97 74.16 72.43 73.29 66.34 66.49    
Close/Last 69.11 70.92 69.72 72.39 74.40 74.61 75.99 75.04 70.36 70.50    

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.