MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | 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 | 16 | 21 | 26 | 16 | 21 | 21 | 17 | 17 | 23 | 26 | 25 | |
| Exceeded High | 15 | 16 | 19 | 14 | 15 | 17 | 12 | 15 | 19 | 20 | 14 | |
| Scenario Percentage | 94% | 76% | 73% | 88% | 71% | 81% | 71% | 88% | 83% | 77% | 56% | |
| Avg Max Increase | 8.60% | 12.14% | 14.42% | 10.74% | 15.23% | 13.69% | 17.21% | 15.15% | 12.16% | 11.13% | 6.37% | |
| Max Increase | 19.24% | 45.79% | 52.55% | 25.76% | 58.68% | 46.19% | 47.16% | 58.40% | 32.22% | 23.07% | 14.16% | |
| Avg Days To Max Increase | 15 | 15 | 15 | 12 | 19 | 16 | 20 | 18 | 18 | 11 | 8 | |
| Avg Max Decline | -1.92% | -2.07% | -2.36% | -1.81% | -2.46% | -3.59% | -3.88% | -5.15% | -4.02% | -4.59% | -0.82% | |
| Max Decline | -6.65% | -8.84% | -11.17% | -4.86% | -7.49% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -3.08% | |
| Avg Days to Max Decline | 7 | 5 | 7 | 6 | 8 | 7 | 8 | 14 | 9 | 9 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
