MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | |
| Closed Higher | 24 | 24 | 24 | 27 | 23 | 24 | 21 | 17 | 17 | 24 | 23 | |
| Exceeded High | 22 | 20 | 19 | 22 | 18 | 18 | 16 | 15 | 13 | 15 | 8 | |
| Scenario Percentage | 92% | 83% | 79% | 81% | 78% | 75% | 76% | 88% | 76% | 63% | 35% | |
| Avg Max Increase | 8.32% | 7.11% | 10.11% | 7.98% | 11.08% | 9.51% | 14.02% | 13.75% | 13.27% | 8.51% | 3.36% | |
| Max Increase | 28.86% | 31.87% | 33.85% | 31.42% | 33.57% | 55.24% | 49.88% | 51.39% | 54.27% | 25.52% | 8.67% | |
| Avg Days To Max Increase | 15 | 21 | 19 | 19 | 16 | 19 | 22 | 18 | 18 | 10 | 3 | |
| Avg Max Decline | -1.37% | -2.11% | -1.73% | -2.71% | -2.44% | -1.93% | -2.08% | -2.90% | -2.57% | -1.58% | -0.60% | |
| Max Decline | -5.32% | -10.35% | -7.08% | -10.65% | -9.99% | -10.75% | -6.53% | -9.53% | -6.49% | -5.94% | -1.71% | |
| Avg Days to Max Decline | 10 | 10 | 7 | 14 | 5 | 7 | 6 | 7 | 8 | 5 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
