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ScenarioSM Study for July Cocoa(ICE) as of Sep 16, 2022 | ||||||||||||
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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 | 23 | 22 | 15 | 23 | 22 | 16 | 23 | 22 | 20 | 18 | 21 | |
Exceeded High | 14 | 16 | 13 | 16 | 18 | 15 | 17 | 16 | 13 | 14 | 15 | |
Scenario Percentage | 61% | 73% | 87% | 70% | 82% | 94% | 74% | 73% | 65% | 78% | 71% | |
Avg Max Increase | 7.99% | 7.76% | 8.04% | 9.62% | 12.26% | 11.43% | 10.87% | 9.47% | 9.64% | 8.18% | 4.62% | |
Max Increase | 21.28% | 22.82% | 20.03% | 24.17% | 54.06% | 31.15% | 31.33% | 27.19% | 18.86% | 16.00% | 11.66% | |
Avg Days To Max Increase | 13 | 17 | 16 | 13 | 14 | 13 | 17 | 15 | 21 | 13 | 7 | |
Avg Max Decline | -2.27% | -2.78% | -2.35% | -2.94% | -2.21% | -1.71% | -2.66% | -3.99% | -4.24% | -4.28% | -0.62% | |
Max Decline | -5.86% | -8.37% | -6.77% | -9.28% | -11.07% | -4.34% | -7.54% | -7.72% | -8.54% | -11.26% | -2.44% | |
Avg Days to Max Decline | 5 | 7 | 8 | 8 | 7 | 4 | 12 | 9 | 18 | 10 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | No |
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