MRCI Online
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| ScenarioSM Study for September Cocoa(ICE) as of Jul 19, 2025 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 23 | 18 | 23 | 23 | 22 | 18 | 20 | 22 | 26 | |
| Exceeded High | 15 | 18 | 17 | 17 | 18 | 18 | 15 | 15 | 17 | 19 | 14 | |
| Scenario Percentage | 94% | 78% | 74% | 94% | 78% | 78% | 68% | 83% | 85% | 86% | 54% | |
| Avg Max Increase | 8.15% | 9.21% | 12.40% | 15.87% | 14.59% | 10.14% | 9.42% | 10.45% | 8.73% | 9.77% | 5.38% | |
| Max Increase | 19.24% | 24.83% | 52.55% | 92.40% | 104.02% | 29.27% | 21.07% | 19.31% | 23.44% | 25.01% | 14.16% | |
| Avg Days To Max Increase | 17 | 16 | 15 | 16 | 16 | 15 | 19 | 18 | 15 | 11 | 9 | |
| Avg Max Decline | -1.99% | -2.74% | -2.02% | -1.37% | -2.41% | -3.88% | -3.34% | -4.86% | -3.50% | -5.07% | -2.05% | |
| Max Decline | -6.22% | -8.84% | -11.17% | -3.70% | -6.12% | -7.25% | -7.63% | -11.82% | -13.99% | -15.06% | -13.93% | |
| Avg Days to Max Decline | 9 | 10 | 6 | 4 | 10 | 9 | 8 | 13 | 10 | 7 | 3 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
