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ScenarioSM Study for July Cotton(ICE) as of Jul 17, 2025 | ||||||||||||
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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 | 24 | 18 | 25 | 21 | 31 | 22 | 24 | 26 | 25 | 21 | 23 | |
Exceeded High | 16 | 16 | 18 | 17 | 26 | 18 | 21 | 17 | 18 | 15 | 9 | |
Scenario Percentage | 67% | 89% | 72% | 81% | 84% | 82% | 88% | 65% | 72% | 71% | 39% | |
Avg Max Increase | 11.57% | 10.29% | 7.23% | 8.23% | 11.67% | 12.19% | 7.10% | 10.18% | 8.49% | 8.68% | 3.18% | |
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 | 15 | 16 | 17 | 23 | 21 | 16 | 20 | 20 | 15 | 10 | 5 | |
Avg Max Decline | -1.84% | -1.87% | -1.09% | -1.96% | -2.35% | -2.13% | -2.73% | -2.66% | -3.19% | -2.50% | -0.14% | |
Max Decline | -4.46% | -4.87% | -5.00% | -6.60% | -10.31% | -6.34% | -10.16% | -8.74% | -9.31% | -7.63% | -2.10% | |
Avg Days to Max Decline | 7 | 6 | 5 | 7 | 12 | 7 | 12 | 6 | 8 | 4 | 1 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.