MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 14 | 21 | 25 | 17 | 23 | 22 | 19 | 18 | 24 | 25 | 24 | |
| Exceeded High | 13 | 16 | 19 | 15 | 17 | 18 | 14 | 16 | 20 | 20 | 13 | |
| Scenario Percentage | 93% | 76% | 76% | 88% | 74% | 82% | 74% | 89% | 83% | 80% | 54% | |
| Avg Max Increase | 8.30% | 11.35% | 14.40% | 10.32% | 13.65% | 13.64% | 15.63% | 14.49% | 11.52% | 9.66% | 6.28% | |
| Max Increase | 19.24% | 45.79% | 52.55% | 25.76% | 58.68% | 46.19% | 47.16% | 58.40% | 32.22% | 18.53% | 14.16% | |
| Avg Days To Max Increase | 16 | 15 | 15 | 13 | 18 | 16 | 20 | 18 | 18 | 12 | 9 | |
| Avg Max Decline | -2.35% | -2.26% | -2.69% | -1.77% | -2.35% | -3.68% | -3.72% | -4.83% | -3.97% | -4.51% | -0.97% | |
| Max Decline | -6.65% | -8.84% | -11.17% | -4.86% | -7.49% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -4.36% | |
| Avg Days to Max Decline | 8 | 7 | 8 | 6 | 7 | 9 | 6 | 14 | 9 | 8 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
