MRCI Online
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| ScenarioSM Study for December Cocoa(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 16 | 24 | 22 | 22 | 19 | 21 | 22 | 25 | 23 | 14 | 23 | |
| Exceeded High | 15 | 17 | 17 | 16 | 16 | 18 | 18 | 14 | 15 | 11 | 12 | |
| Scenario Percentage | 94% | 71% | 77% | 73% | 84% | 86% | 82% | 56% | 65% | 79% | 52% | |
| Avg Max Increase | 11.73% | 10.49% | 9.78% | 9.80% | 11.50% | 8.96% | 10.81% | 9.38% | 9.28% | 8.54% | 7.37% | |
| Max Increase | 29.56% | 28.24% | 27.39% | 21.31% | 22.83% | 23.43% | 22.98% | 20.13% | 28.13% | 24.57% | 24.48% | |
| Avg Days To Max Increase | 16 | 18 | 18 | 18 | 16 | 15 | 14 | 13 | 15 | 13 | 9 | |
| Avg Max Decline | -2.19% | -2.36% | -3.56% | -3.75% | -4.18% | -3.39% | -4.39% | -2.81% | -3.26% | -2.74% | -0.79% | |
| Max Decline | -9.11% | -6.90% | -6.94% | -13.61% | -11.33% | -13.39% | -13.88% | -6.74% | -9.29% | -7.83% | -8.68% | |
| Avg Days to Max Decline | 6 | 10 | 10 | 10 | 12 | 8 | 13 | 5 | 9 | 6 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
