MRCI Online
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| ScenarioSM Study for July Cotton(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | 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 | 24 | 19 | 23 | 20 | 31 | 22 | 28 | 25 | 27 | 21 | 26 | |
| Exceeded High | 15 | 16 | 14 | 17 | 27 | 18 | 25 | 15 | 20 | 14 | 12 | |
| Scenario Percentage | 63% | 84% | 61% | 85% | 87% | 82% | 89% | 60% | 74% | 67% | 46% | |
| Avg Max Increase | 11.56% | 10.07% | 8.03% | 10.10% | 10.48% | 10.88% | 8.76% | 11.64% | 9.25% | 11.64% | 4.21% | |
| Max Increase | 38.43% | 44.56% | 25.54% | 24.15% | 55.11% | 35.33% | 34.05% | 35.75% | 35.29% | 34.98% | 12.36% | |
| Avg Days To Max Increase | 15 | 20 | 15 | 23 | 21 | 14 | 22 | 21 | 17 | 10 | 6 | |
| Avg Max Decline | -1.70% | -2.53% | -1.00% | -1.84% | -2.45% | -1.89% | -2.62% | -2.19% | -3.03% | -2.61% | -0.71% | |
| Max Decline | -4.46% | -8.94% | -5.00% | -6.60% | -10.31% | -4.01% | -10.16% | -6.25% | -9.31% | -7.63% | -2.86% | |
| Avg Days to Max Decline | 7 | 11 | 3 | 6 | 13 | 6 | 12 | 7 | 9 | 5 | 1 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
