MRCI Online
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| ScenarioSM Study for December Coffee "C"(ICE) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 18 | 16 | 22 | 20 | 12 | 19 | 24 | 16 | 21 | 23 | |
| Exceeded High | 17 | 15 | 10 | 14 | 11 | 9 | 16 | 18 | 15 | 19 | 16 | |
| Scenario Percentage | 71% | 83% | 63% | 64% | 55% | 75% | 84% | 75% | 94% | 90% | 70% | |
| Avg Max Increase | 14.07% | 10.57% | 14.35% | 15.92% | 17.75% | 15.01% | 8.82% | 10.90% | 15.55% | 15.94% | 9.85% | |
| Max Increase | 60.95% | 23.63% | 58.95% | 75.81% | 102.19% | 53.42% | 20.58% | 38.16% | 34.86% | 44.71% | 27.08% | |
| Avg Days To Max Increase | 14 | 20 | 19 | 17 | 11 | 15 | 12 | 12 | 15 | 11 | 14 | |
| Avg Max Decline | -2.31% | -4.14% | -2.86% | -2.46% | -2.77% | -3.44% | -5.16% | -3.18% | -2.80% | -2.30% | -1.44% | |
| Max Decline | -7.62% | -11.73% | -10.40% | -11.13% | -9.79% | -18.36% | -20.13% | -12.33% | -12.69% | -9.64% | -5.05% | |
| Avg Days to Max Decline | 7 | 14 | 9 | 4 | 8 | 10 | 10 | 10 | 4 | 5 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
