MRCI Online
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| ScenarioSM Study for March Coffee "C"(ICE) as of Aug 18, 2023 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 20 | 13 | 19 | 25 | 16 | 21 | 21 | 21 | 22 | 22 | |
| Exceeded High | 14 | 12 | 9 | 15 | 19 | 15 | 16 | 18 | 15 | 13 | 14 | |
| Scenario Percentage | 70% | 60% | 69% | 79% | 76% | 94% | 76% | 86% | 71% | 59% | 64% | |
| Avg Max Increase | 15.72% | 16.92% | 13.92% | 9.03% | 10.02% | 14.87% | 18.01% | 14.83% | 16.68% | 22.53% | 8.79% | |
| 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 | 17 | 9 | 15 | 13 | 14 | 17 | 16 | 14 | 18 | 12 | 8 | |
| Avg Max Decline | -2.22% | -2.17% | -3.76% | -4.53% | -3.09% | -2.89% | -2.03% | -1.88% | -3.09% | -1.05% | -0.78% | |
| Max Decline | -10.69% | -9.42% | -18.79% | -11.71% | -11.95% | -12.01% | -8.79% | -5.56% | -10.72% | -5.78% | -2.64% | |
| Avg Days to Max Decline | 4 | 6 | 10 | 9 | 11 | 6 | 7 | 3 | 11 | 2 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
