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ScenarioSM Study for March Coffee "C"(ICE) as of Jul 11, 2025 | ||||||||||||
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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 | 21 | 20 | 13 | 21 | 24 | 16 | 21 | 22 | 23 | 24 | 22 | |
Exceeded High | 13 | 12 | 9 | 17 | 18 | 15 | 17 | 20 | 16 | 15 | 13 | |
Scenario Percentage | 62% | 60% | 69% | 81% | 75% | 94% | 81% | 91% | 70% | 63% | 59% | |
Avg Max Increase | 13.75% | 17.36% | 15.60% | 9.25% | 10.63% | 16.29% | 18.34% | 14.85% | 18.01% | 20.72% | 8.71% | |
Max Increase | 74.84% | 103.42% | 53.36% | 20.21% | 35.59% | 32.17% | 54.63% | 63.74% | 64.24% | 65.77% | 19.49% | |
Avg Days To Max Increase | 16 | 9 | 17 | 13 | 16 | 19 | 16 | 15 | 18 | 10 | 8 | |
Avg Max Decline | -1.91% | -2.48% | -3.73% | -4.28% | -3.01% | -3.59% | -2.16% | -2.40% | -2.99% | -1.27% | -0.72% | |
Max Decline | -10.69% | -9.42% | -18.79% | -11.71% | -11.95% | -12.01% | -8.79% | -8.80% | -10.72% | -5.78% | -2.64% | |
Avg Days to Max Decline | 3 | 7 | 10 | 9 | 10 | 8 | 7 | 3 | 11 | 2 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | No | Yes | Yes | Yes | 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.