MRCI Online
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| ScenarioSM Study for March Cotton(ICE) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 27 | 20 | 23 | 19 | 19 | 17 | 27 | 22 | 31 | 22 | 26 | |
| Exceeded High | 20 | 16 | 17 | 16 | 12 | 14 | 18 | 18 | 27 | 16 | 17 | |
| Scenario Percentage | 74% | 80% | 74% | 84% | 63% | 82% | 67% | 82% | 87% | 73% | 65% | |
| Avg Max Increase | 7.12% | 9.74% | 8.38% | 8.30% | 15.04% | 12.09% | 8.65% | 10.76% | 10.66% | 8.98% | 4.91% | |
| Max Increase | 27.66% | 30.15% | 28.56% | 43.20% | 47.88% | 51.25% | 32.10% | 25.12% | 45.72% | 34.77% | 16.96% | |
| Avg Days To Max Increase | 19 | 16 | 18 | 18 | 18 | 19 | 19 | 21 | 18 | 10 | 5 | |
| Avg Max Decline | -2.34% | -2.60% | -1.77% | -2.06% | -1.88% | -2.00% | -1.86% | -2.33% | -2.86% | -3.04% | -0.42% | |
| Max Decline | -9.75% | -8.56% | -10.52% | -6.21% | -5.29% | -5.87% | -7.74% | -6.83% | -11.97% | -7.71% | -7.38% | |
| Avg Days to Max Decline | 14 | 4 | 9 | 6 | 5 | 7 | 8 | 7 | 12 | 9 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
