MRCI Online
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| ScenarioSM Study for December Coffee "C"(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 36 | 36 | 36 | |
| Closed Higher | 19 | 16 | 15 | 18 | 17 | 7 | 11 | 21 | 12 | 18 | 19 | |
| Exceeded High | 16 | 12 | 11 | 13 | 9 | 5 | 10 | 15 | 10 | 16 | 13 | |
| Scenario Percentage | 84% | 75% | 73% | 72% | 53% | 71% | 91% | 71% | 83% | 89% | 68% | |
| Avg Max Increase | 13.21% | 12.79% | 15.02% | 20.33% | 21.79% | 15.35% | 9.80% | 12.00% | 15.18% | 16.44% | 12.26% | |
| Max Increase | 49.02% | 28.74% | 58.95% | 75.81% | 102.19% | 53.42% | 20.58% | 38.16% | 34.86% | 44.71% | 27.08% | |
| Avg Days To Max Increase | 16 | 18 | 20 | 20 | 14 | 13 | 17 | 14 | 16 | 13 | 15 | |
| Avg Max Decline | -2.21% | -1.76% | -3.23% | -2.80% | -1.71% | -7.46% | -5.43% | -2.51% | -1.96% | -2.32% | -0.92% | |
| Max Decline | -7.62% | -11.73% | -10.40% | -11.13% | -5.28% | -20.62% | -20.13% | -6.26% | -12.69% | -9.64% | -4.10% | |
| Avg Days to Max Decline | 8 | 5 | 8 | 5 | 7 | 13 | 11 | 7 | 5 | 6 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
