MRCI Online
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| ScenarioSM Study for May 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 | 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 | 24 | 27 | 24 | 21 | 14 | 19 | 24 | 16 | 21 | 22 | 22 | |
| Exceeded High | 20 | 20 | 16 | 15 | 13 | 14 | 18 | 15 | 15 | 18 | 11 | |
| Scenario Percentage | 83% | 74% | 67% | 71% | 93% | 74% | 75% | 94% | 71% | 82% | 50% | |
| Avg Max Increase | 11.79% | 13.77% | 11.86% | 10.59% | 9.87% | 10.75% | 16.12% | 11.38% | 16.85% | 11.25% | 6.35% | |
| Max Increase | 27.80% | 37.58% | 34.66% | 26.15% | 20.86% | 24.73% | 56.27% | 26.21% | 65.86% | 39.74% | 22.25% | |
| Avg Days To Max Increase | 18 | 15 | 15 | 16 | 16 | 12 | 16 | 17 | 20 | 13 | 10 | |
| Avg Max Decline | -2.34% | -3.52% | -2.40% | -3.47% | -2.06% | -3.05% | -3.69% | -3.47% | -3.03% | -3.93% | -1.56% | |
| Max Decline | -13.94% | -12.03% | -9.43% | -8.69% | -8.39% | -9.06% | -13.44% | -13.28% | -7.98% | -7.85% | -6.60% | |
| Avg Days to Max Decline | 10 | 8 | 7 | 8 | 8 | 7 | 8 | 9 | 11 | 6 | 3 | |
| 2013 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.
