MRCI Online
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| ScenarioSM Study for December 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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 23 | 24 | 21 | 18 | 22 | 24 | 25 | 24 | 17 | 21 | |
| Exceeded High | 15 | 16 | 19 | 15 | 16 | 19 | 19 | 14 | 16 | 14 | 12 | |
| Scenario Percentage | 88% | 70% | 79% | 71% | 89% | 86% | 79% | 56% | 67% | 82% | 57% | |
| Avg Max Increase | 11.60% | 13.72% | 11.82% | 11.59% | 12.39% | 10.78% | 12.23% | 11.28% | 11.00% | 8.61% | 7.37% | |
| Max Increase | 29.56% | 49.61% | 29.34% | 27.57% | 22.83% | 27.94% | 39.24% | 22.11% | 28.13% | 24.57% | 24.48% | |
| Avg Days To Max Increase | 15 | 20 | 17 | 19 | 16 | 17 | 15 | 16 | 15 | 13 | 9 | |
| Avg Max Decline | -1.96% | -2.47% | -3.45% | -3.41% | -4.00% | -3.68% | -4.74% | -3.34% | -3.47% | -3.12% | -0.79% | |
| Max Decline | -9.11% | -6.90% | -6.94% | -13.61% | -11.33% | -13.39% | -13.88% | -7.99% | -9.29% | -10.27% | -8.68% | |
| Avg Days to Max Decline | 6 | 10 | 9 | 8 | 12 | 9 | 11 | 7 | 7 | 6 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
