MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 36 | 37 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 16 | 17 | 9 | 14 | 22 | 14 | 20 | 20 | 22 | 18 | 20 | |
| Exceeded High | 12 | 10 | 6 | 12 | 16 | 12 | 16 | 17 | 18 | 12 | 13 | |
| Scenario Percentage | 75% | 59% | 67% | 86% | 73% | 86% | 80% | 85% | 82% | 67% | 65% | |
| Avg Max Increase | 18.50% | 19.93% | 13.84% | 9.57% | 11.54% | 15.36% | 18.55% | 16.55% | 17.29% | 18.77% | 8.37% | |
| 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 | 21 | 10 | 15 | 15 | 16 | 19 | 19 | 12 | 17 | 11 | 10 | |
| Avg Max Decline | -2.64% | -1.25% | -7.55% | -4.12% | -2.37% | -2.40% | -2.20% | -1.41% | -3.03% | -0.63% | -1.19% | |
| 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 | 5 | 15 | 10 | 10 | 8 | 7 | 3 | 10 | 2 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
