MRCI Online
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| ScenarioSM Study for May Cocoa(ICE) as of Sep 26, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 21 | 25 | 21 | 15 | 23 | 23 | 17 | 23 | 22 | 23 | |
| Exceeded High | 18 | 18 | 15 | 15 | 14 | 17 | 17 | 16 | 17 | 18 | 14 | |
| Scenario Percentage | 82% | 86% | 60% | 71% | 93% | 74% | 74% | 94% | 74% | 82% | 61% | |
| Avg Max Increase | 8.01% | 10.71% | 9.57% | 8.21% | 8.76% | 9.80% | 13.58% | 12.16% | 10.40% | 8.08% | 3.43% | |
| Max Increase | 26.19% | 24.04% | 19.64% | 25.14% | 20.86% | 24.73% | 56.27% | 30.84% | 29.62% | 17.50% | 8.76% | |
| Avg Days To Max Increase | 17 | 14 | 13 | 18 | 16 | 13 | 15 | 16 | 16 | 11 | 9 | |
| Avg Max Decline | -2.68% | -3.50% | -2.03% | -3.21% | -2.28% | -3.16% | -3.29% | -2.56% | -3.04% | -3.91% | -1.59% | |
| 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 | 10 | 11 | 5 | 8 | 7 | 10 | 7 | 6 | 13 | 6 | 3 | |
| 2023 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.
