MRCI Online
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| ScenarioSM Study for May Cocoa(ICE) as of Jul 07, 2025 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 22 | 26 | 19 | 16 | 23 | 24 | 17 | 23 | 23 | 25 | |
| Exceeded High | 18 | 19 | 16 | 13 | 15 | 18 | 17 | 16 | 18 | 19 | 14 | |
| Scenario Percentage | 86% | 86% | 62% | 68% | 94% | 78% | 71% | 94% | 78% | 83% | 56% | |
| Avg Max Increase | 7.82% | 9.96% | 9.07% | 8.13% | 14.26% | 11.79% | 13.58% | 18.72% | 15.63% | 8.85% | 3.47% | |
| Max Increase | 26.19% | 24.04% | 18.94% | 25.14% | 85.73% | 35.03% | 56.27% | 112.03% | 104.55% | 25.55% | 11.44% | |
| Avg Days To Max Increase | 17 | 15 | 13 | 18 | 16 | 13 | 15 | 17 | 16 | 11 | 8 | |
| Avg Max Decline | -2.54% | -3.82% | -2.84% | -3.52% | -2.26% | -3.30% | -3.29% | -2.54% | -2.78% | -4.04% | -1.11% | |
| Max Decline | -13.94% | -12.03% | -7.76% | -8.69% | -6.67% | -9.06% | -13.44% | -13.28% | -7.98% | -7.85% | -5.86% | |
| Avg Days to Max Decline | 11 | 13 | 8 | 8 | 7 | 10 | 7 | 6 | 12 | 6 | 2 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
