MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Jan 01, 2008 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 32 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 |
| Closed Higher | 15 | 15 | 7 | 11 | 20 | 11 | 18 | 18 | 20 | 15 | 18 |
| Exceeded High | 11 | 8 | 5 | 9 | 15 | 9 | 14 | 15 | 16 | 10 | 11 |
| Scenario Percentage | 73% | 53% | 71% | 82% | 75% | 82% | 78% | 83% | 80% | 67% | 61% |
| Avg Max Increase | 19.01% | 23.86% | 13.89% | 8.98% | 11.28% | 15.76% | 19.35% | 17.88% | 17.18% | 18.39% | 8.82% |
| Max Increase | 74.84% | 103.42% | 53.36% | 18.58% | 35.59% | 32.17% | 54.63% | 63.74% | 64.24% | 63.20% | 19.49% |
| Avg Days To Max Increase | 20 | 12 | 14 | 15 | 15 | 21 | 19 | 12 | 16 | 12 | 10 |
| Avg Max Decline | -2.50% | -1.61% | -8.03% | -4.50% | -2.34% | -2.35% | -1.88% | -1.40% | -2.74% | -0.70% | -0.96% |
| Max Decline | -10.69% | -5.79% | -19.74% | -11.71% | -5.64% | -12.01% | -8.79% | -5.10% | -15.35% | -3.33% | -3.67% |
| Avg Days to Max Decline | 5 | 6 | 14 | 8 | 9 | 10 | 7 | 3 | 8 | 2 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | No | Yes | Yes | No | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
