MRCI Online
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| ScenarioSM Study for March Cocoa(ICE) as of Jul 07, 2025 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 19 | 19 | 22 | 28 | 20 | 16 | 23 | 24 | 17 | 24 | |
| Exceeded High | 19 | 17 | 16 | 19 | 16 | 14 | 14 | 18 | 17 | 15 | 17 | |
| Scenario Percentage | 83% | 89% | 84% | 86% | 57% | 70% | 88% | 78% | 71% | 88% | 71% | |
| Avg Max Increase | 8.31% | 10.76% | 7.99% | 10.51% | 9.28% | 8.12% | 14.99% | 12.19% | 14.30% | 16.07% | 5.98% | |
| Max Increase | 20.60% | 21.23% | 25.45% | 23.81% | 19.12% | 26.62% | 87.68% | 37.20% | 58.58% | 66.90% | 26.14% | |
| Avg Days To Max Increase | 18 | 17 | 15 | 15 | 12 | 15 | 15 | 13 | 15 | 12 | 9 | |
| Avg Max Decline | -2.45% | -3.56% | -2.60% | -4.15% | -3.11% | -3.02% | -2.50% | -3.37% | -3.68% | -2.29% | -0.93% | |
| Max Decline | -7.11% | -10.55% | -13.93% | -12.19% | -9.35% | -9.09% | -7.01% | -9.48% | -13.27% | -6.59% | -4.76% | |
| Avg Days to Max Decline | 6 | 11 | 8 | 12 | 6 | 7 | 8 | 10 | 10 | 6 | 3 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
