MRCI Online
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| ScenarioSM Study for May Cocoa(ICE) as of Oct 20, 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 | 24 | 25 | 21 | 16 | 20 | 23 | 17 | 23 | 22 | 23 | |
| Exceeded High | 20 | 19 | 15 | 15 | 15 | 15 | 17 | 16 | 17 | 18 | 12 | |
| Scenario Percentage | 83% | 79% | 60% | 71% | 94% | 75% | 74% | 94% | 74% | 82% | 52% | |
| Avg Max Increase | 10.06% | 11.75% | 11.05% | 9.79% | 8.97% | 9.84% | 14.91% | 12.22% | 11.66% | 9.20% | 3.56% | |
| Max Increase | 27.80% | 37.58% | 22.73% | 25.55% | 20.86% | 24.73% | 56.27% | 30.84% | 29.62% | 32.06% | 8.76% | |
| Avg Days To Max Increase | 18 | 15 | 16 | 17 | 16 | 13 | 15 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -2.67% | -3.93% | -2.63% | -3.68% | -2.86% | -3.03% | -3.42% | -3.13% | -2.75% | -3.76% | -1.19% | |
| 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 | 11 | 10 | 7 | 8 | 10 | 9 | 8 | 8 | 13 | 6 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | No | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
