MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 26 | 25 | 29 | 20 | 24 | 22 | 18 | 16 | 23 | 24 | |
| Exceeded High | 23 | 23 | 19 | 23 | 16 | 19 | 18 | 16 | 12 | 13 | 8 | |
| Scenario Percentage | 92% | 88% | 76% | 79% | 80% | 79% | 82% | 89% | 75% | 57% | 33% | |
| Avg Max Increase | 7.96% | 6.42% | 9.59% | 7.30% | 12.23% | 9.97% | 13.27% | 12.97% | 12.18% | 7.64% | 3.12% | |
| Max Increase | 28.86% | 31.87% | 33.85% | 31.42% | 33.57% | 55.24% | 49.88% | 51.39% | 54.27% | 25.52% | 8.67% | |
| Avg Days To Max Increase | 14 | 21 | 19 | 19 | 15 | 17 | 20 | 16 | 16 | 9 | 2 | |
| Avg Max Decline | -1.09% | -2.10% | -1.71% | -2.86% | -2.70% | -2.14% | -2.21% | -3.37% | -2.47% | -1.67% | -0.52% | |
| Max Decline | -3.19% | -10.35% | -7.08% | -10.65% | -9.99% | -10.75% | -6.53% | -9.53% | -6.49% | -5.94% | -1.71% | |
| Avg Days to Max Decline | 7 | 9 | 6 | 15 | 4 | 8 | 6 | 7 | 6 | 6 | 1 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
