MRCI Online
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| ScenarioSM Study for May Cocoa(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 24 | 22 | 15 | 20 | 23 | 17 | 23 | 22 | 23 | |
| Exceeded High | 20 | 19 | 15 | 15 | 14 | 15 | 18 | 16 | 17 | 18 | 13 | |
| Scenario Percentage | 83% | 76% | 63% | 68% | 93% | 75% | 78% | 94% | 74% | 82% | 57% | |
| Avg Max Increase | 11.22% | 11.75% | 11.05% | 9.79% | 8.97% | 9.84% | 15.64% | 12.22% | 14.99% | 10.09% | 4.04% | |
| Max Increase | 27.80% | 37.58% | 22.73% | 25.55% | 20.86% | 24.73% | 56.27% | 30.84% | 65.86% | 32.06% | 9.78% | |
| Avg Days To Max Increase | 19 | 15 | 16 | 17 | 15 | 13 | 15 | 17 | 19 | 11 | 9 | |
| Avg Max Decline | -2.38% | -3.93% | -2.63% | -3.68% | -2.59% | -3.03% | -3.79% | -3.13% | -2.78% | -3.96% | -1.21% | |
| 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 | 10 | 7 | 8 | 8 | 9 | 9 | 8 | 12 | 6 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | 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.
