MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 42 | 42 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 19 | 17 | 11 | 16 | 24 | 15 | 20 | 22 | 23 | 20 | 21 | |
| Exceeded High | 13 | 10 | 7 | 13 | 18 | 13 | 16 | 18 | 18 | 13 | 14 | |
| Scenario Percentage | 68% | 59% | 64% | 81% | 75% | 87% | 80% | 82% | 78% | 65% | 67% | |
| Avg Max Increase | 17.29% | 19.93% | 13.54% | 9.30% | 10.96% | 14.69% | 18.55% | 16.39% | 17.29% | 22.39% | 8.87% | |
| Max Increase | 74.84% | 103.42% | 53.36% | 18.58% | 35.59% | 32.17% | 54.63% | 63.74% | 64.24% | 65.77% | 19.49% | |
| Avg Days To Max Increase | 19 | 10 | 15 | 14 | 15 | 18 | 19 | 13 | 17 | 11 | 10 | |
| Avg Max Decline | -2.45% | -1.25% | -6.55% | -3.92% | -2.87% | -2.27% | -2.20% | -1.60% | -3.03% | -0.59% | -1.21% | |
| Max Decline | -10.69% | -5.79% | -19.74% | -11.71% | -11.95% | -12.01% | -8.79% | -5.10% | -15.35% | -3.33% | -3.67% | |
| Avg Days to Max Decline | 4 | 5 | 13 | 9 | 10 | 8 | 7 | 3 | 10 | 2 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | No | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
