MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 25 | 25 | 30 | 20 | 22 | 22 | 19 | 16 | 26 | 24 | |
| Exceeded High | 23 | 21 | 20 | 24 | 15 | 17 | 19 | 16 | 12 | 16 | 8 | |
| Scenario Percentage | 92% | 84% | 80% | 80% | 75% | 77% | 86% | 84% | 75% | 62% | 33% | |
| Avg Max Increase | 8.09% | 5.20% | 9.70% | 6.44% | 8.84% | 7.33% | 10.51% | 14.24% | 14.14% | 7.22% | 3.12% | |
| Max Increase | 28.86% | 16.14% | 33.85% | 20.36% | 21.43% | 21.52% | 43.70% | 51.39% | 54.27% | 25.52% | 8.67% | |
| Avg Days To Max Increase | 14 | 21 | 19 | 16 | 15 | 16 | 19 | 17 | 19 | 9 | 2 | |
| Avg Max Decline | -1.12% | -2.15% | -1.66% | -2.73% | -3.02% | -2.10% | -2.12% | -2.93% | -2.52% | -1.45% | -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 | 5 | 13 | 5 | 9 | 8 | 8 | 7 | 5 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
