|
ScenarioSM Study for July Cotton(ICE) as of Jan 21, 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 17 | 27 | 21 | 30 | 21 | 26 | 25 | 26 | 21 | 24 | |
Exceeded High | 15 | 15 | 18 | 17 | 25 | 18 | 23 | 15 | 19 | 15 | 9 | |
Scenario Percentage | 65% | 88% | 67% | 81% | 83% | 86% | 88% | 60% | 73% | 71% | 38% | |
Avg Max Increase | 11.77% | 10.88% | 7.67% | 8.88% | 11.31% | 10.91% | 6.97% | 10.16% | 8.58% | 8.42% | 2.85% | |
Max Increase | 38.43% | 44.56% | 25.54% | 22.09% | 55.11% | 35.33% | 16.56% | 35.75% | 22.13% | 19.49% | 7.68% | |
Avg Days To Max Increase | 16 | 19 | 18 | 23 | 20 | 14 | 20 | 21 | 15 | 10 | 5 | |
Avg Max Decline | -1.62% | -1.78% | -1.11% | -1.71% | -2.37% | -1.93% | -2.55% | -2.33% | -3.27% | -2.50% | -0.37% | |
Max Decline | -4.46% | -4.87% | -5.00% | -6.60% | -10.31% | -5.94% | -10.16% | -6.25% | -9.31% | -7.63% | -2.10% | |
Avg Days to Max Decline | 7 | 7 | 5 | 7 | 12 | 6 | 11 | 6 | 9 | 4 | 1 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | No | Not Yet |
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