MRCI Online
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| ScenarioSM Study for December Cotton(ICE) as of Sep 30, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 24 | 24 | 29 | 19 | 23 | 22 | 19 | 16 | 25 | 24 | |
| Exceeded High | 22 | 20 | 19 | 23 | 15 | 18 | 19 | 16 | 12 | 16 | 8 | |
| Scenario Percentage | 88% | 83% | 79% | 79% | 79% | 78% | 86% | 84% | 75% | 64% | 33% | |
| Avg Max Increase | 8.24% | 5.26% | 9.67% | 6.37% | 8.84% | 7.51% | 10.62% | 13.93% | 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 | 20 | 19 | 16 | 15 | 15 | 18 | 15 | 19 | 9 | 2 | |
| Avg Max Decline | -1.06% | -2.24% | -1.67% | -2.83% | -3.02% | -2.08% | -2.13% | -2.75% | -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 | 7 | 10 | 5 | 14 | 5 | 9 | 8 | 7 | 7 | 5 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | No | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
