MRCI Online
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| ScenarioSM Study for July Cocoa(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 22 | 14 | 20 | 24 | 17 | 23 | 23 | 20 | 19 | 25 | |
| Exceeded High | 15 | 15 | 12 | 14 | 21 | 15 | 17 | 18 | 15 | 16 | 19 | |
| Scenario Percentage | 68% | 68% | 86% | 70% | 88% | 88% | 74% | 78% | 75% | 84% | 76% | |
| Avg Max Increase | 8.65% | 8.47% | 9.19% | 10.04% | 13.83% | 10.50% | 14.62% | 14.01% | 14.78% | 12.59% | 7.01% | |
| Max Increase | 22.46% | 25.06% | 20.03% | 24.17% | 54.06% | 25.92% | 67.00% | 45.98% | 47.32% | 40.90% | 23.61% | |
| Avg Days To Max Increase | 14 | 16 | 17 | 13 | 15 | 15 | 19 | 17 | 20 | 13 | 8 | |
| Avg Max Decline | -2.59% | -3.31% | -2.35% | -2.81% | -2.87% | -2.50% | -2.87% | -3.87% | -4.16% | -4.28% | -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 | 9 | 7 | 8 | 7 | 10 | 9 | 12 | 8 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | 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.
