MRCI Online
|
| ScenarioSM Study for July Coffee "C"(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 |
| Closed Higher | 20 | 12 | 18 | 20 | 22 | 17 | 16 | 20 | 16 | 16 | 9 |
| Exceeded High | 14 | 9 | 14 | 16 | 18 | 13 | 11 | 15 | 13 | 7 | 2 |
| Scenario Percentage | 70% | 75% | 78% | 80% | 82% | 76% | 69% | 75% | 81% | 44% | 22% |
| Avg Max Increase | 11.01% | 14.26% | 16.19% | 15.30% | 14.04% | 14.03% | 16.12% | 20.63% | 23.18% | 24.98% | 22.49% |
| Max Increase | 34.47% | 30.79% | 52.19% | 59.47% | 48.77% | 49.16% | 33.85% | 82.60% | 115.64% | 109.13% | 38.87% |
| Avg Days To Max Increase | 17 | 22 | 20 | 14 | 15 | 14 | 19 | 21 | 17 | 10 | 11 |
| Avg Max Decline | -1.51% | -2.37% | -1.15% | -1.41% | -1.73% | -1.66% | -1.60% | -4.00% | -3.24% | -2.48% | -2.35% |
| Max Decline | -5.27% | -11.27% | -8.11% | -6.12% | -9.98% | -6.44% | -9.36% | -12.47% | -12.38% | -6.90% | -3.16% |
| Avg Days to Max Decline | 8 | 6 | 6 | 6 | 8 | 7 | 7 | 9 | 9 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | No | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
