MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Jun 30, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 23 | 16 | 24 | 21 | 21 | 19 | 22 | 22 | 24 | |
| Exceeded High | 15 | 18 | 16 | 15 | 18 | 16 | 15 | 16 | 18 | 18 | 12 | |
| Scenario Percentage | 94% | 75% | 70% | 94% | 75% | 76% | 71% | 84% | 82% | 82% | 50% | |
| Avg Max Increase | 7.97% | 10.78% | 14.36% | 11.84% | 10.50% | 9.12% | 10.11% | 10.25% | 9.30% | 9.32% | 6.09% | |
| Max Increase | 19.24% | 45.79% | 52.55% | 30.91% | 30.39% | 27.25% | 24.84% | 21.51% | 23.44% | 18.53% | 14.16% | |
| Avg Days To Max Increase | 16 | 15 | 15 | 14 | 16 | 15 | 17 | 17 | 17 | 12 | 10 | |
| Avg Max Decline | -2.21% | -2.43% | -1.95% | -1.70% | -2.07% | -3.80% | -4.07% | -4.72% | -3.71% | -4.59% | -1.35% | |
| Max Decline | -6.22% | -8.84% | -11.17% | -3.82% | -6.12% | -7.25% | -13.32% | -11.82% | -13.99% | -15.06% | -4.36% | |
| Avg Days to Max Decline | 9 | 7 | 6 | 5 | 9 | 10 | 9 | 12 | 9 | 8 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
