MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of May 09, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 19 | 13 | 20 | 24 | 16 | 21 | 22 | 22 | 23 | 22 | |
| Exceeded High | 14 | 11 | 9 | 16 | 18 | 15 | 17 | 19 | 15 | 14 | 14 | |
| Scenario Percentage | 67% | 58% | 69% | 80% | 75% | 94% | 81% | 86% | 68% | 61% | 64% | |
| Avg Max Increase | 15.72% | 17.63% | 13.92% | 8.56% | 10.27% | 14.87% | 18.34% | 14.59% | 16.68% | 21.01% | 8.69% | |
| 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 | 17 | 9 | 15 | 12 | 14 | 17 | 16 | 14 | 18 | 10 | 7 | |
| Avg Max Decline | -2.22% | -2.52% | -3.76% | -4.33% | -2.96% | -2.89% | -2.16% | -2.06% | -3.09% | -1.27% | -0.70% | |
| Max Decline | -10.69% | -9.42% | -18.79% | -11.71% | -11.95% | -12.01% | -8.79% | -5.56% | -10.72% | -5.78% | -2.64% | |
| Avg Days to Max Decline | 4 | 6 | 10 | 9 | 10 | 6 | 7 | 3 | 11 | 2 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
