MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 24 | 17 | 23 | 23 | 20 | 17 | 23 | 23 | 25 | |
| Exceeded High | 15 | 17 | 18 | 15 | 17 | 18 | 14 | 15 | 19 | 19 | 12 | |
| Scenario Percentage | 94% | 77% | 75% | 88% | 74% | 78% | 70% | 88% | 83% | 83% | 48% | |
| Avg Max Increase | 7.94% | 10.82% | 14.51% | 11.72% | 14.02% | 12.03% | 12.28% | 11.45% | 10.20% | 9.02% | 6.45% | |
| Max Increase | 19.24% | 45.79% | 52.55% | 30.91% | 58.68% | 37.28% | 29.65% | 21.51% | 23.44% | 18.53% | 14.16% | |
| Avg Days To Max Increase | 15 | 15 | 15 | 13 | 18 | 14 | 18 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -2.32% | -2.18% | -2.55% | -1.47% | -2.24% | -3.59% | -3.72% | -4.73% | -4.41% | -4.95% | -0.85% | |
| Max Decline | -6.65% | -8.84% | -11.17% | -3.82% | -7.49% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -3.08% | |
| Avg Days to Max Decline | 8 | 6 | 8 | 5 | 9 | 9 | 7 | 13 | 10 | 8 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
