MRCI Online
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| ScenarioSM Study for July Cotton(ICE) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 22 | 20 | 22 | 20 | 27 | 21 | 24 | 22 | 26 | 24 | 25 |
| Exceeded High | 14 | 16 | 13 | 16 | 21 | 15 | 21 | 15 | 20 | 17 | 14 |
| Scenario Percentage | 64% | 80% | 59% | 80% | 78% | 71% | 88% | 68% | 77% | 71% | 56% |
| Avg Max Increase | 9.58% | 8.24% | 7.26% | 10.04% | 8.84% | 8.93% | 8.28% | 11.64% | 9.92% | 10.47% | 4.61% |
| Max Increase | 35.61% | 20.82% | 18.01% | 24.15% | 17.52% | 32.18% | 34.05% | 35.75% | 35.29% | 34.98% | 12.36% |
| Avg Days To Max Increase | 18 | 21 | 15 | 23 | 21 | 14 | 22 | 21 | 20 | 12 | 6 |
| Avg Max Decline | -1.71% | -2.21% | -0.89% | -1.64% | -2.14% | -2.09% | -2.66% | -2.19% | -2.93% | -2.26% | -0.18% |
| Max Decline | -4.46% | -8.94% | -5.00% | -6.60% | -5.65% | -4.01% | -10.16% | -6.25% | -9.31% | -7.63% | -2.86% |
| Avg Days to Max Decline | 8 | 11 | 3 | 4 | 13 | 8 | 13 | 7 | 10 | 5 | 1 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
