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MRCI's ScenarioSM Study
ScenarioSM Study for July Coffee "C"(NYBOT) as of Jul 08, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 28 29 29 29 29 29 29 29 29 29 29
Closed Higher 17 10 15 17 18 13 15 19 15 14 7
Exceeded High 12 7 12 13 15 12 10 15 12 6 1
Scenario Percentage 71% 70% 80% 76% 83% 92% 67% 79% 80% 43% 14%
Avg Max Increase 8.52% 11.68% 16.69% 17.34% 13.08% 12.76% 16.29% 20.63% 24.87% 32.48% 38.87%
Max Increase 19.34% 24.61% 52.19% 59.47% 48.77% 49.16% 33.85% 82.60% 115.64% 109.13% 38.87%
Avg Days To Max Increase 15 21 21 15 13 15 20 21 18 12 13
Avg Max Decline -1.44% -1.52% -1.34% -1.32% -1.50% -1.65% -1.71% -4.00% -3.23% -2.89% -3.16%
Max Decline -5.27% -4.66% -8.11% -6.12% -9.98% -6.44% -9.36% -12.47% -12.38% -6.90% -3.16%
Avg Days to Max Decline 8 5 7 6 8 7 7 9 10 7 5
2003 Contract Condition Yes Yes Yes Yes   Yes     Yes   Yes
Action Yes Yes No Yes   No     Yes   Yes
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 28 29 29 29 29 29 29 29 29 29 29
Closed Lower 11 19 14 12 11 16 14 10 14 15 22
Penetrated Low 9 13 10 11 11 15 11 9 12 13 17
Scenario Percentage 82% 68% 71% 92% 100% 94% 79% 90% 86% 87% 77%
Avg Max Decline 11.08% 9.68% 10.72% 8.70% 8.15% 8.19% 9.11% 8.83% 16.37% 13.78% 18.15%
Max Decline 21.21% 21.65% 22.76% 18.17% 22.75% 21.57% 17.07% 17.14% 35.43% 31.90% 46.21%
Avg Days To Max Decline 16 12 16 12 13 16 15 19 23 12 11
Avg Max Increase -3.65% -0.89% -1.45% -2.25% -1.43% -2.89% -3.41% -4.48% -4.36% -3.89% -3.11%
Max Increase -11.67% -7.39% -4.32% -9.62% -7.69% -9.71% -10.04% -10.63% -10.75% -10.42% -13.12%
Avg Days to Max Increase 11 5 9 6 5 9 12 12 15 8 5
2003 Contract Condition         Yes   Yes Yes   Yes  
Action         Yes   Yes Yes   Yes  
High 59.50 69.40 79.00 77.00 77.50 74.50 72.80 64.70 69.50 71.20 61.75
Low 56.20 58.00 60.75 69.50 64.00 65.25 61.60 59.90 59.80 58.10 55.80
Close/Last 58.75 60.40 72.20 74.95 64.95 70.45 61.80 61.30 69.25 58.35 58.90