MRCI Online
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| ScenarioSM Study for March Cocoa(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | 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 | 18 | 23 | 27 | 25 | 22 | 15 | 19 | 24 | 18 | 22 | |
| Exceeded High | 14 | 17 | 19 | 20 | 16 | 16 | 13 | 14 | 18 | 15 | 15 | |
| Scenario Percentage | 82% | 94% | 83% | 74% | 64% | 73% | 87% | 74% | 75% | 83% | 68% | |
| Avg Max Increase | 13.33% | 14.73% | 12.00% | 14.23% | 12.09% | 10.57% | 10.17% | 11.16% | 16.79% | 10.95% | 7.10% | |
| Max Increase | 35.46% | 45.34% | 27.78% | 38.29% | 33.68% | 27.14% | 21.83% | 26.12% | 58.58% | 25.62% | 21.64% | |
| Avg Days To Max Increase | 18 | 18 | 17 | 15 | 14 | 13 | 15 | 12 | 15 | 10 | 9 | |
| Avg Max Decline | -3.02% | -4.18% | -2.59% | -3.71% | -2.61% | -3.14% | -2.16% | -3.18% | -3.73% | -2.46% | -1.57% | |
| Max Decline | -13.61% | -10.55% | -13.93% | -12.19% | -9.23% | -9.09% | -9.66% | -9.48% | -13.27% | -7.77% | -4.76% | |
| Avg Days to Max Decline | 6 | 13 | 8 | 9 | 7 | 7 | 6 | 7 | 9 | 6 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
