|
ScenarioSM Study for March Coffee "C"(ICE) as of Oct 20, 2019 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 19 | 12 | 18 | 24 | 16 | 22 | 22 | 22 | 21 | 21 | |
Exceeded High | 14 | 11 | 8 | 15 | 18 | 15 | 17 | 18 | 17 | 12 | 14 | |
Scenario Percentage | 70% | 58% | 67% | 83% | 75% | 94% | 77% | 82% | 77% | 57% | 67% | |
Avg Max Increase | 16.22% | 20.34% | 12.64% | 8.77% | 10.96% | 15.26% | 17.88% | 16.39% | 17.27% | 23.38% | 8.63% | |
Max Increase | 74.84% | 103.42% | 53.36% | 18.58% | 35.59% | 32.17% | 54.63% | 63.74% | 64.24% | 65.77% | 19.49% | |
Avg Days To Max Increase | 18 | 11 | 15 | 14 | 15 | 17 | 18 | 13 | 18 | 10 | 8 | |
Avg Max Decline | -2.31% | -1.18% | -6.14% | -4.05% | -2.87% | -2.32% | -2.20% | -1.60% | -3.20% | -0.66% | -1.13% | |
Max Decline | -10.69% | -5.79% | -19.74% | -11.71% | -11.95% | -12.01% | -8.79% | -5.10% | -15.35% | -3.33% | -3.67% | |
Avg Days to Max Decline | 4 | 4 | 12 | 9 | 10 | 7 | 6 | 3 | 10 | 2 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | Not Yet |
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