MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Jun 08, 2020 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 20 | 13 | 18 | 24 | 17 | 22 | 22 | 23 | 21 | 22 | |
| Exceeded High | 14 | 12 | 9 | 15 | 18 | 16 | 17 | 19 | 17 | 12 | 15 | |
| Scenario Percentage | 70% | 60% | 69% | 83% | 75% | 94% | 77% | 86% | 74% | 57% | 68% | |
| Avg Max Increase | 16.22% | 19.29% | 11.83% | 8.77% | 10.96% | 15.21% | 19.35% | 16.56% | 17.27% | 23.38% | 8.72% | |
| 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 | 10 | 13 | 14 | 15 | 18 | 18 | 14 | 18 | 10 | 8 | |
| Avg Max Decline | -2.31% | -1.86% | -5.49% | -4.05% | -2.87% | -2.71% | -2.19% | -1.56% | -3.20% | -0.66% | -0.90% | |
| Max Decline | -10.69% | -9.33% | -19.74% | -11.71% | -11.95% | -12.01% | -8.79% | -5.10% | -15.35% | -3.33% | -3.67% | |
| Avg Days to Max Decline | 4 | 6 | 11 | 9 | 10 | 8 | 6 | 3 | 10 | 2 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
