MRCI Online
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| ScenarioSM Study for October 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 | 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 | 26 | 19 | 23 | 19 | 18 | 20 | |
| Exceeded High | 20 | 25 | 22 | 23 | 18 | 21 | 14 | 14 | 15 | 15 | 9 | |
| Scenario Percentage | 87% | 81% | 92% | 85% | 78% | 81% | 74% | 61% | 79% | 83% | 45% | |
| Avg Max Increase | 8.90% | 9.46% | 8.84% | 6.89% | 10.29% | 8.04% | 13.14% | 11.74% | 11.77% | 9.45% | 2.14% | |
| 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 | 16 | 19 | 12 | 4 | |
| Avg Max Decline | -1.11% | -1.63% | -1.17% | -1.39% | -1.63% | -2.49% | -2.61% | -1.48% | -2.29% | -3.27% | -0.50% | |
| Max Decline | -3.41% | -10.06% | -3.19% | -6.58% | -8.64% | -10.73% | -11.05% | -6.17% | -5.63% | -8.58% | -2.03% | |
| Avg Days to Max Decline | 7 | 9 | 6 | 10 | 7 | 13 | 5 | 5 | 9 | 7 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
