|
ScenarioSM Study for May Cocoa(ICE) as of Jan 31, 2022 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 25 | 21 | 15 | 22 | 22 | 16 | 24 | 21 | 23 | |
Exceeded High | 20 | 19 | 15 | 15 | 14 | 16 | 16 | 15 | 18 | 17 | 13 | |
Scenario Percentage | 83% | 83% | 60% | 71% | 93% | 73% | 73% | 94% | 75% | 81% | 57% | |
Avg Max Increase | 9.35% | 12.13% | 10.45% | 9.60% | 8.97% | 9.92% | 15.38% | 12.61% | 11.14% | 7.86% | 3.44% | |
Max Increase | 27.80% | 37.58% | 22.73% | 25.55% | 20.86% | 24.73% | 56.27% | 30.84% | 29.62% | 17.50% | 8.76% | |
Avg Days To Max Increase | 17 | 15 | 14 | 18 | 16 | 13 | 15 | 16 | 17 | 11 | 9 | |
Avg Max Decline | -2.60% | -3.45% | -2.06% | -3.63% | -2.33% | -3.29% | -3.24% | -2.92% | -2.63% | -3.97% | -1.26% | |
Max Decline | -13.94% | -12.03% | -5.86% | -8.69% | -6.67% | -9.06% | -13.44% | -13.28% | -7.98% | -7.85% | -6.60% | |
Avg Days to Max Decline | 11 | 11 | 6 | 8 | 9 | 10 | 7 | 7 | 12 | 6 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |