|
ScenarioSM Study for July Cocoa(ICE) as of Jan 01, 2013 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 21 | 22 | 16 | 19 | 25 | 16 | 21 | 22 | 18 | 18 | 23 | |
Exceeded High | 14 | 16 | 14 | 13 | 21 | 14 | 15 | 17 | 13 | 15 | 19 | |
Scenario Percentage | 67% | 73% | 88% | 68% | 84% | 88% | 71% | 77% | 72% | 83% | 83% | |
Avg Max Increase | 10.43% | 9.84% | 9.44% | 11.05% | 13.82% | 10.95% | 16.34% | 14.05% | 16.04% | 13.04% | 7.16% | |
Max Increase | 34.26% | 26.44% | 20.03% | 24.17% | 54.06% | 25.92% | 67.00% | 45.98% | 47.32% | 40.90% | 23.61% | |
Avg Days To Max Increase | 15 | 15 | 15 | 12 | 15 | 15 | 20 | 16 | 20 | 12 | 8 | |
Avg Max Decline | -2.11% | -3.06% | -1.78% | -2.85% | -2.57% | -2.59% | -3.04% | -3.76% | -4.31% | -4.66% | -0.77% | |
Max Decline | -6.42% | -8.37% | -7.34% | -9.28% | -11.07% | -5.18% | -7.54% | -7.72% | -12.50% | -11.26% | -4.84% | |
Avg Days to Max Decline | 6 | 7 | 8 | 5 | 7 | 7 | 11 | 7 | 14 | 9 | 2 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | No | No | 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 |