|
ScenarioSM Study for October Cotton(ICE) as of Jan 01, 2015 | ||||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 31 | 24 | 27 | 23 | 25 | 20 | 23 | 19 | 19 | 20 | |
Exceeded High | 20 | 25 | 22 | 22 | 18 | 20 | 15 | 15 | 15 | 16 | 9 | |
Scenario Percentage | 87% | 81% | 92% | 81% | 78% | 80% | 75% | 65% | 79% | 84% | 45% | |
Avg Max Increase | 8.90% | 9.46% | 8.84% | 7.13% | 10.29% | 8.27% | 12.43% | 11.03% | 11.77% | 9.16% | 2.34% | |
Max Increase | 29.90% | 48.57% | 29.88% | 31.32% | 34.36% | 34.82% | 36.97% | 63.47% | 56.45% | 35.35% | 4.27% | |
Avg Days To Max Increase | 22 | 20 | 15 | 20 | 15 | 17 | 15 | 17 | 19 | 13 | 4 | |
Avg Max Decline | -1.11% | -1.63% | -1.17% | -1.15% | -1.63% | -2.43% | -2.58% | -1.61% | -2.29% | -3.05% | -0.50% | |
Max Decline | -3.41% | -10.06% | -3.19% | -6.26% | -8.64% | -10.73% | -11.05% | -6.17% | -5.63% | -8.58% | -2.03% | |
Avg Days to Max Decline | 7 | 9 | 6 | 10 | 7 | 12 | 8 | 6 | 9 | 7 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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