MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Dec 31, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 19 | 14 | 18 | 24 | 17 | 22 | 22 | 23 | 20 | 22 | |
| Exceeded High | 14 | 11 | 10 | 15 | 19 | 16 | 17 | 19 | 17 | 11 | 15 | |
| Scenario Percentage | 70% | 58% | 71% | 83% | 79% | 94% | 77% | 86% | 74% | 55% | 68% | |
| Avg Max Increase | 16.22% | 16.74% | 13.08% | 9.03% | 10.62% | 15.21% | 19.35% | 15.80% | 16.63% | 24.74% | 8.94% | |
| 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 | 9 | 15 | 13 | 14 | 18 | 18 | 13 | 19 | 11 | 9 | |
| Avg Max Decline | -2.31% | -1.65% | -5.36% | -4.53% | -2.74% | -2.71% | -2.19% | -1.79% | -3.58% | -0.74% | -0.97% | |
| Max Decline | -10.69% | -9.33% | -19.74% | -11.71% | -11.95% | -12.01% | -8.79% | -5.56% | -15.35% | -3.33% | -3.67% | |
| Avg Days to Max Decline | 4 | 3 | 11 | 9 | 10 | 8 | 6 | 3 | 10 | 2 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
