MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | |
| Closed Higher | 24 | 22 | 22 | 26 | 21 | 26 | 21 | 16 | 17 | 22 | 22 | |
| Exceeded High | 21 | 18 | 16 | 20 | 16 | 20 | 16 | 14 | 12 | 13 | 8 | |
| Scenario Percentage | 88% | 82% | 73% | 77% | 76% | 77% | 76% | 88% | 71% | 59% | 36% | |
| Avg Max Increase | 7.82% | 7.00% | 9.61% | 8.11% | 12.27% | 8.67% | 11.42% | 10.56% | 8.79% | 7.40% | 3.60% | |
| Max Increase | 28.86% | 31.87% | 33.85% | 31.42% | 33.57% | 55.24% | 49.88% | 43.29% | 27.00% | 17.83% | 9.02% | |
| Avg Days To Max Increase | 15 | 22 | 20 | 20 | 17 | 18 | 22 | 17 | 18 | 9 | 5 | |
| Avg Max Decline | -1.38% | -1.68% | -1.82% | -2.71% | -1.64% | -1.77% | -2.04% | -2.96% | -1.94% | -1.65% | -0.60% | |
| Max Decline | -5.32% | -4.26% | -7.08% | -10.65% | -8.16% | -10.75% | -6.53% | -9.53% | -4.95% | -5.94% | -1.71% | |
| Avg Days to Max Decline | 10 | 10 | 8 | 14 | 4 | 7 | 8 | 7 | 8 | 5 | 1 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
