MRCI Online
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| ScenarioSM Study for July Cocoa(ICE) as of Dec 06, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 16 | 23 | 23 | 18 | 23 | 23 | 21 | 19 | 21 | |
| Exceeded High | 14 | 15 | 14 | 18 | 19 | 17 | 18 | 18 | 14 | 15 | 15 | |
| Scenario Percentage | 61% | 71% | 88% | 78% | 83% | 94% | 78% | 78% | 67% | 79% | 71% | |
| Avg Max Increase | 6.90% | 7.34% | 8.86% | 9.70% | 12.03% | 16.81% | 15.05% | 10.21% | 9.89% | 9.50% | 4.70% | |
| Max Increase | 18.48% | 22.82% | 20.03% | 24.17% | 54.06% | 103.65% | 105.69% | 27.19% | 18.86% | 17.89% | 11.66% | |
| Avg Days To Max Increase | 13 | 16 | 16 | 14 | 14 | 15 | 17 | 16 | 22 | 14 | 8 | |
| Avg Max Decline | -2.81% | -2.83% | -2.04% | -2.99% | -2.20% | -1.62% | -2.72% | -4.06% | -4.13% | -4.19% | -0.73% | |
| Max Decline | -7.21% | -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 | 7 | 7 | 7 | 9 | 6 | 4 | 12 | 9 | 16 | 9 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
