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ScenarioSM Study for March Coffee "C"(ICE) as of Jan 01, 2009 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 33 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 15 | 16 | 7 | 12 | 20 | 12 | 18 | 19 | 21 | 16 | 19 | |
Exceeded High | 11 | 9 | 5 | 10 | 15 | 10 | 14 | 16 | 17 | 11 | 12 | |
Scenario Percentage | 73% | 56% | 71% | 83% | 75% | 83% | 78% | 84% | 81% | 69% | 63% | |
Avg Max Increase | 19.01% | 21.76% | 13.89% | 9.42% | 11.28% | 15.11% | 19.35% | 17.25% | 17.41% | 18.49% | 8.08% | |
Max Increase | 74.84% | 103.42% | 53.36% | 18.58% | 35.59% | 32.17% | 54.63% | 63.74% | 64.24% | 63.20% | 19.49% | |
Avg Days To Max Increase | 20 | 11 | 14 | 16 | 15 | 20 | 19 | 12 | 17 | 10 | 8 | |
Avg Max Decline | -2.50% | -1.43% | -8.03% | -4.31% | -2.34% | -2.14% | -1.88% | -1.39% | -2.86% | -0.70% | -1.01% | |
Max Decline | -10.69% | -5.79% | -19.74% | -11.71% | -5.64% | -12.01% | -8.79% | -5.10% | -15.35% | -3.33% | -3.67% | |
Avg Days to Max Decline | 5 | 5 | 14 | 9 | 9 | 9 | 7 | 3 | 9 | 2 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.