|
ScenarioSM Study for May Cotton(ICE) as of Sep 16, 2022 | ||||||||||||
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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 | 21 | 20 | 17 | 27 | 20 | 32 | 23 | 26 | 23 | 26 | |
Exceeded High | 13 | 17 | 14 | 15 | 20 | 16 | 28 | 19 | 24 | 15 | 15 | |
Scenario Percentage | 72% | 81% | 70% | 88% | 74% | 80% | 88% | 83% | 92% | 65% | 58% | |
Avg Max Increase | 7.14% | 8.46% | 13.82% | 11.45% | 7.52% | 9.84% | 11.05% | 11.28% | 8.45% | 9.06% | 2.85% | |
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 | 16 | 17 | 18 | 23 | 19 | 15 | 20 | 10 | 5 | |
Avg Max Decline | -1.59% | -1.62% | -1.94% | -2.03% | -1.71% | -1.93% | -2.64% | -3.33% | -3.26% | -2.77% | -0.67% | |
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 | 9 | 7 | 6 | 6 | 7 | 13 | 11 | 13 | 6 | 1 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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