MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Dec 07, 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 | 15 | 23 | 23 | 16 | 23 | 22 | 20 | 18 | 21 | 21 | 25 | |
| Exceeded High | 14 | 17 | 16 | 15 | 17 | 16 | 14 | 15 | 17 | 18 | 13 | |
| Scenario Percentage | 93% | 74% | 70% | 94% | 74% | 73% | 70% | 83% | 81% | 86% | 52% | |
| Avg Max Increase | 7.32% | 8.72% | 12.69% | 11.17% | 10.48% | 9.12% | 9.06% | 9.50% | 8.98% | 9.32% | 5.66% | |
| Max Increase | 19.24% | 24.83% | 52.55% | 30.91% | 30.39% | 27.25% | 21.07% | 16.79% | 23.44% | 18.53% | 14.16% | |
| Avg Days To Max Increase | 16 | 14 | 14 | 14 | 17 | 15 | 18 | 16 | 17 | 12 | 9 | |
| Avg Max Decline | -2.28% | -2.60% | -2.02% | -1.43% | -2.33% | -3.80% | -3.40% | -4.82% | -3.68% | -4.59% | -1.39% | |
| Max Decline | -6.22% | -8.84% | -11.17% | -3.70% | -6.12% | -7.25% | -7.63% | -11.82% | -13.99% | -15.06% | -4.36% | |
| Avg Days to Max Decline | 9 | 8 | 7 | 4 | 10 | 10 | 8 | 13 | 9 | 8 | 3 | |
| 2022 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
