MRCI Online
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| ScenarioSM Study for March Cocoa(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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 17 | 17 | 22 | 26 | 26 | 23 | 15 | 19 | 24 | 16 | 20 |
| Exceeded High | 13 | 16 | 17 | 19 | 19 | 16 | 13 | 14 | 17 | 12 | 14 |
| Scenario Percentage | 76% | 94% | 77% | 73% | 73% | 70% | 87% | 74% | 71% | 75% | 70% |
| Avg Max Increase | 13.23% | 13.30% | 12.79% | 14.23% | 12.16% | 12.28% | 10.29% | 11.52% | 14.41% | 9.48% | 7.75% |
| Max Increase | 35.46% | 45.34% | 27.78% | 38.29% | 33.68% | 27.14% | 21.83% | 26.12% | 58.58% | 18.90% | 23.13% |
| Avg Days To Max Increase | 18 | 18 | 18 | 15 | 15 | 15 | 15 | 12 | 13 | 10 | 10 |
| Avg Max Decline | -2.83% | -4.00% | -2.37% | -3.62% | -2.30% | -3.42% | -1.65% | -3.30% | -3.20% | -1.87% | -1.28% |
| Max Decline | -13.61% | -10.55% | -13.93% | -12.19% | -9.23% | -9.09% | -9.66% | -9.48% | -13.27% | -7.77% | -2.40% |
| Avg Days to Max Decline | 6 | 13 | 8 | 9 | 7 | 9 | 5 | 10 | 9 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
