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ScenarioSM Study for October Cotton(ICE) as of Dec 07, 2022 | ||||||||||||
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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 | 24 | 25 | 24 | 27 | 19 | 22 | 20 | 19 | 18 | |
Exceeded High | 20 | 24 | 22 | 20 | 20 | 23 | 14 | 13 | 16 | 15 | 6 | |
Scenario Percentage | 83% | 77% | 92% | 80% | 83% | 85% | 74% | 59% | 80% | 79% | 33% | |
Avg Max Increase | 7.47% | 9.92% | 8.86% | 5.33% | 9.46% | 6.72% | 9.57% | 8.29% | 8.62% | 9.63% | 2.36% | |
Max Increase | 29.90% | 48.57% | 29.88% | 16.27% | 34.36% | 18.93% | 22.16% | 20.40% | 32.47% | 35.35% | 4.92% | |
Avg Days To Max Increase | 22 | 20 | 15 | 20 | 15 | 15 | 14 | 14 | 18 | 12 | 4 | |
Avg Max Decline | -1.03% | -1.04% | -1.22% | -1.15% | -1.49% | -2.56% | -2.65% | -1.49% | -2.42% | -2.51% | -0.59% | |
Max Decline | -2.87% | -5.22% | -3.30% | -6.58% | -8.64% | -10.73% | -11.05% | -6.17% | -5.63% | -6.18% | -2.03% | |
Avg Days to Max Decline | 9 | 10 | 7 | 12 | 7 | 12 | 4 | 6 | 9 | 6 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.