MRCI Online
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| ScenarioSM Study for May Coffee "C"(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 42 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 11 | 16 | 24 | 17 | 21 | 24 | 24 | 21 | 19 | 22 | 22 | |
| Exceeded High | 7 | 13 | 18 | 14 | 17 | 18 | 19 | 14 | 15 | 14 | 14 | |
| Scenario Percentage | 64% | 81% | 75% | 82% | 81% | 75% | 79% | 67% | 79% | 64% | 64% | |
| Avg Max Increase | 14.02% | 8.88% | 10.42% | 14.18% | 15.61% | 15.53% | 15.23% | 20.75% | 15.19% | 16.37% | 8.57% | |
| Max Increase | 52.27% | 18.80% | 34.78% | 31.13% | 49.58% | 59.01% | 54.25% | 64.90% | 38.73% | 56.93% | 44.70% | |
| Avg Days To Max Increase | 16 | 12 | 15 | 17 | 19 | 15 | 17 | 14 | 17 | 13 | 12 | |
| Avg Max Decline | -6.23% | -4.64% | -2.63% | -2.13% | -1.79% | -1.52% | -2.31% | -0.93% | -2.50% | -3.07% | -1.49% | |
| Max Decline | -19.24% | -11.02% | -11.57% | -11.68% | -8.71% | -4.56% | -10.28% | -5.39% | -10.29% | -10.02% | -4.67% | |
| Avg Days to Max Decline | 10 | 11 | 10 | 5 | 7 | 4 | 10 | 5 | 9 | 7 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
