MRCI Online
|
| ScenarioSM Study for May Cocoa(ICE) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 24 | 22 | 16 | 21 | 23 | 17 | 23 | 22 | 24 | |
| Exceeded High | 20 | 18 | 14 | 16 | 15 | 16 | 17 | 16 | 17 | 18 | 13 | |
| Scenario Percentage | 83% | 78% | 58% | 73% | 94% | 76% | 74% | 94% | 74% | 82% | 54% | |
| Avg Max Increase | 9.35% | 12.10% | 11.05% | 9.81% | 9.21% | 9.92% | 14.91% | 12.23% | 11.66% | 9.17% | 3.28% | |
| 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 | 17 | 16 | 15 | 17 | 17 | 13 | 15 | 17 | 18 | 11 | 8 | |
| Avg Max Decline | -2.60% | -3.58% | -2.14% | -3.54% | -2.73% | -3.29% | -3.42% | -3.08% | -2.75% | -3.76% | -0.81% | |
| Max Decline | -13.94% | -12.03% | -5.86% | -8.69% | -8.39% | -9.06% | -13.44% | -13.28% | -7.98% | -7.85% | -4.93% | |
| Avg Days to Max Decline | 11 | 10 | 6 | 8 | 10 | 10 | 8 | 8 | 13 | 6 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
