MRCI Online
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| ScenarioSM Study for May Cocoa(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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 26 | 26 | 23 | 14 | 19 | 25 | 14 | 20 | 20 | 20 | |
| Exceeded High | 19 | 19 | 19 | 16 | 13 | 14 | 19 | 14 | 15 | 16 | 9 | |
| Scenario Percentage | 83% | 73% | 73% | 70% | 93% | 74% | 76% | 100% | 75% | 80% | 45% | |
| Avg Max Increase | 11.94% | 13.75% | 11.91% | 11.63% | 9.99% | 11.14% | 14.55% | 11.27% | 17.41% | 10.85% | 6.42% | |
| Max Increase | 27.80% | 37.58% | 34.66% | 26.15% | 20.86% | 23.80% | 56.27% | 26.21% | 65.86% | 37.45% | 20.25% | |
| Avg Days To Max Increase | 18 | 15 | 16 | 17 | 16 | 13 | 15 | 18 | 20 | 12 | 10 | |
| Avg Max Decline | -2.32% | -3.43% | -2.12% | -3.57% | -1.56% | -2.81% | -2.97% | -3.24% | -3.20% | -3.91% | -1.37% | |
| Max Decline | -13.94% | -12.03% | -9.43% | -8.69% | -8.39% | -9.06% | -13.44% | -13.28% | -10.58% | -7.85% | -4.93% | |
| Avg Days to Max Decline | 9 | 7 | 7 | 9 | 7 | 8 | 8 | 9 | 12 | 6 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
