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ScenarioSM Study for December Cotton(ICE) as of Jan 01, 2019 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 26 | 25 | 29 | 20 | 23 | 22 | 17 | 16 | 24 | 24 | |
Exceeded High | 22 | 23 | 19 | 23 | 16 | 18 | 18 | 15 | 12 | 14 | 8 | |
Scenario Percentage | 92% | 88% | 76% | 79% | 80% | 78% | 82% | 88% | 75% | 58% | 33% | |
Avg Max Increase | 7.36% | 5.19% | 9.30% | 7.39% | 10.35% | 7.45% | 10.52% | 13.20% | 12.18% | 7.44% | 3.12% | |
Max Increase | 28.86% | 16.14% | 33.85% | 31.42% | 33.07% | 21.52% | 43.70% | 51.39% | 54.27% | 25.52% | 8.67% | |
Avg Days To Max Increase | 13 | 21 | 20 | 18 | 14 | 16 | 19 | 15 | 16 | 9 | 2 | |
Avg Max Decline | -1.13% | -2.17% | -1.73% | -2.64% | -2.83% | -2.16% | -2.26% | -2.96% | -2.47% | -1.58% | -0.52% | |
Max Decline | -3.19% | -10.35% | -7.08% | -10.65% | -9.99% | -10.75% | -6.53% | -9.11% | -6.49% | -5.94% | -1.71% | |
Avg Days to Max Decline | 8 | 10 | 6 | 15 | 4 | 8 | 6 | 7 | 6 | 5 | 1 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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