MRCI Online
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| ScenarioSM Study for May Cotton(ICE) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 21 | 17 | 19 | 22 | 22 | 27 | 20 | 25 | 20 | 25 | |
| Exceeded High | 17 | 16 | 12 | 14 | 13 | 18 | 22 | 15 | 23 | 14 | 14 | |
| Scenario Percentage | 77% | 76% | 71% | 74% | 59% | 82% | 81% | 75% | 92% | 70% | 56% | |
| Avg Max Increase | 9.51% | 11.05% | 10.63% | 8.71% | 8.14% | 10.12% | 8.82% | 9.14% | 10.09% | 9.88% | 2.73% | |
| Max Increase | 52.50% | 42.15% | 38.49% | 21.82% | 22.01% | 25.51% | 19.05% | 33.23% | 36.94% | 27.61% | 9.74% | |
| Avg Days To Max Increase | 18 | 21 | 17 | 21 | 18 | 21 | 19 | 15 | 22 | 12 | 4 | |
| Avg Max Decline | -1.55% | -1.47% | -3.13% | -2.39% | -1.29% | -1.58% | -2.85% | -3.49% | -3.03% | -2.52% | -0.62% | |
| Max Decline | -9.69% | -5.81% | -13.33% | -9.66% | -4.96% | -6.54% | -11.48% | -9.28% | -11.07% | -7.60% | -2.48% | |
| Avg Days to Max Decline | 7 | 6 | 9 | 11 | 4 | 5 | 15 | 11 | 12 | 7 | 1 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
