MRCI Online
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| ScenarioSM Study for December 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 | 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 | 26 | 25 | 28 | 20 | 23 | 21 | 17 | 17 | 23 | 24 | |
| Exceeded High | 22 | 23 | 19 | 23 | 15 | 18 | 17 | 15 | 13 | 13 | 9 | |
| Scenario Percentage | 92% | 88% | 76% | 82% | 75% | 78% | 81% | 88% | 76% | 57% | 38% | |
| Avg Max Increase | 8.07% | 6.79% | 10.21% | 7.58% | 11.85% | 9.33% | 13.54% | 13.38% | 12.88% | 8.44% | 3.38% | |
| Max Increase | 28.86% | 31.87% | 33.85% | 31.42% | 33.57% | 55.24% | 49.88% | 51.39% | 54.27% | 25.52% | 9.02% | |
| Avg Days To Max Increase | 14 | 22 | 18 | 19 | 15 | 18 | 21 | 16 | 17 | 10 | 5 | |
| Avg Max Decline | -1.14% | -2.16% | -1.68% | -2.75% | -2.78% | -2.26% | -2.09% | -3.56% | -2.72% | -1.78% | -0.72% | |
| Max Decline | -3.19% | -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 | 8 | 9 | 6 | 15 | 5 | 8 | 5 | 8 | 8 | 6 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | 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.
