MRCI Online
|
| ScenarioSM Study for September Cocoa(ICE) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 14 | 23 | 26 | 15 | 20 | 20 | 17 | 18 | 22 | 25 | 25 |
| Exceeded High | 14 | 18 | 20 | 14 | 15 | 16 | 12 | 16 | 18 | 20 | 15 |
| Scenario Percentage | 100% | 78% | 77% | 93% | 75% | 80% | 71% | 89% | 82% | 80% | 60% |
| Avg Max Increase | 8.81% | 12.46% | 13.53% | 10.46% | 15.72% | 14.06% | 17.21% | 14.36% | 12.34% | 10.51% | 7.83% |
| Max Increase | 19.24% | 45.79% | 52.55% | 25.76% | 58.68% | 46.19% | 47.16% | 58.40% | 32.22% | 23.07% | 25.09% |
| Avg Days To Max Increase | 15 | 16 | 14 | 13 | 20 | 16 | 20 | 18 | 17 | 11 | 10 |
| Avg Max Decline | -1.63% | -2.14% | -2.21% | -1.56% | -2.82% | -3.47% | -3.88% | -4.86% | -3.87% | -4.67% | -0.84% |
| Max Decline | -6.65% | -8.84% | -11.17% | -4.86% | -10.54% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -4.36% |
| Avg Days to Max Decline | 7 | 5 | 7 | 5 | 8 | 7 | 8 | 13 | 8 | 9 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
