MRCI Online
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| ScenarioSM Study for July Cocoa(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 16 | 21 | 23 | 17 | 23 | 23 | 21 | 18 | 24 | |
| Exceeded High | 13 | 16 | 14 | 15 | 20 | 15 | 17 | 18 | 14 | 14 | 17 | |
| Scenario Percentage | 62% | 70% | 88% | 71% | 87% | 88% | 74% | 78% | 67% | 78% | 71% | |
| Avg Max Increase | 9.51% | 9.08% | 8.68% | 9.53% | 13.89% | 11.91% | 14.85% | 12.43% | 12.46% | 11.24% | 6.60% | |
| Max Increase | 22.46% | 25.06% | 20.03% | 24.17% | 54.06% | 31.15% | 67.00% | 41.92% | 27.26% | 26.66% | 23.61% | |
| Avg Days To Max Increase | 15 | 17 | 16 | 12 | 15 | 16 | 19 | 15 | 20 | 13 | 8 | |
| Avg Max Decline | -2.46% | -3.27% | -2.33% | -2.67% | -2.72% | -2.22% | -2.74% | -3.83% | -4.36% | -4.03% | -1.05% | |
| Max Decline | -5.86% | -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 | 5 | 7 | 8 | 7 | 8 | 7 | 12 | 9 | 13 | 7 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
