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ScenarioSM Study for March Coffee "C"(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 37 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 17 | 17 | 9 | 14 | 23 | 14 | 20 | 21 | 22 | 18 | 20 | |
Exceeded High | 13 | 10 | 6 | 12 | 17 | 12 | 16 | 17 | 18 | 12 | 13 | |
Scenario Percentage | 76% | 59% | 67% | 86% | 74% | 86% | 80% | 81% | 82% | 67% | 65% | |
Avg Max Increase | 17.29% | 19.93% | 13.84% | 9.57% | 10.91% | 15.36% | 18.55% | 16.55% | 17.29% | 18.73% | 8.18% | |
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 | 19 | 10 | 15 | 15 | 15 | 19 | 19 | 12 | 17 | 11 | 9 | |
Avg Max Decline | -2.45% | -1.25% | -7.55% | -4.12% | -2.33% | -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 | 4 | 5 | 15 | 10 | 10 | 8 | 7 | 3 | 10 | 2 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.