MRCI Online
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| ScenarioSM Study for May Cotton(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 | 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 | 27 | 20 | 31 | 22 | 27 | 23 | 25 | |
| Exceeded High | 13 | 16 | 13 | 15 | 19 | 16 | 27 | 18 | 25 | 14 | 13 | |
| Scenario Percentage | 72% | 80% | 68% | 88% | 70% | 80% | 87% | 82% | 93% | 61% | 52% | |
| Avg Max Increase | 6.82% | 7.94% | 13.19% | 10.92% | 7.58% | 9.84% | 10.94% | 11.06% | 8.42% | 8.46% | 2.58% | |
| 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 | 14 | 18 | 17 | 18 | 18 | 23 | 20 | 15 | 20 | 10 | 4 | |
| Avg Max Decline | -1.47% | -1.69% | -1.81% | -1.93% | -1.81% | -1.93% | -2.73% | -3.17% | -3.15% | -2.75% | -0.80% | |
| Max Decline | -9.69% | -5.81% | -4.88% | -5.32% | -8.93% | -6.54% | -11.48% | -9.28% | -11.07% | -7.60% | -2.48% | |
| Avg Days to Max Decline | 8 | 6 | 7 | 7 | 6 | 7 | 13 | 10 | 13 | 6 | 1 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | No | Not Yet | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
