MRCI Online
|
| ScenarioSM Study for May Cotton(ICE) as of Nov 09, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 20 | 19 | 17 | 26 | 20 | 31 | 22 | 27 | 23 | 25 | |
| Exceeded High | 13 | 16 | 13 | 15 | 18 | 16 | 27 | 17 | 25 | 14 | 14 | |
| Scenario Percentage | 72% | 80% | 68% | 88% | 69% | 80% | 87% | 77% | 93% | 61% | 56% | |
| Avg Max Increase | 6.70% | 8.38% | 12.99% | 10.26% | 7.34% | 9.41% | 10.32% | 10.72% | 8.42% | 8.46% | 2.67% | |
| Max Increase | 19.00% | 42.15% | 44.70% | 47.39% | 25.88% | 23.85% | 51.83% | 34.64% | 18.77% | 26.32% | 9.74% | |
| Avg Days To Max Increase | 15 | 18 | 15 | 18 | 18 | 23 | 19 | 14 | 20 | 10 | 4 | |
| Avg Max Decline | -1.60% | -1.78% | -1.94% | -2.49% | -1.84% | -2.09% | -2.73% | -3.30% | -3.15% | -2.75% | -0.75% | |
| Max Decline | -9.69% | -5.81% | -4.88% | -9.66% | -8.93% | -6.54% | -11.48% | -9.28% | -11.07% | -7.60% | -2.48% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 8 | 6 | 7 | 13 | 10 | 13 | 6 | 1 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
