MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Oct 29, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 22 | 21 | 17 | 16 | 26 | 24 | |
| Exceeded High | 22 | 23 | 19 | 23 | 16 | 17 | 18 | 15 | 12 | 15 | 9 | |
| Scenario Percentage | 92% | 88% | 76% | 79% | 80% | 77% | 86% | 88% | 75% | 58% | 38% | |
| Avg Max Increase | 7.27% | 5.19% | 9.14% | 7.50% | 10.35% | 7.03% | 10.06% | 13.46% | 13.49% | 7.37% | 3.21% | |
| Max Increase | 28.86% | 16.14% | 33.85% | 31.42% | 33.07% | 21.52% | 43.70% | 51.39% | 54.27% | 25.52% | 9.02% | |
| Avg Days To Max Increase | 13 | 21 | 19 | 17 | 14 | 15 | 19 | 17 | 20 | 10 | 4 | |
| Avg Max Decline | -1.13% | -2.17% | -1.71% | -2.62% | -2.83% | -2.11% | -2.22% | -2.87% | -2.36% | -1.56% | -0.65% | |
| 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 | 7 | 10 | 5 | 14 | 4 | 9 | 6 | 7 | 6 | 5 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | 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.
