MRCI Online
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| ScenarioSM Study for May Coffee "C"(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 32 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 |
| Closed Higher | 6 | 10 | 20 | 12 | 18 | 20 | 21 | 15 | 16 | 19 | 18 |
| Exceeded High | 4 | 8 | 15 | 9 | 14 | 15 | 17 | 11 | 12 | 12 | 13 |
| Scenario Percentage | 67% | 80% | 75% | 75% | 78% | 75% | 81% | 73% | 75% | 63% | 72% |
| Avg Max Increase | 16.82% | 8.69% | 10.60% | 14.89% | 16.60% | 16.90% | 14.90% | 16.85% | 16.39% | 17.89% | 9.05% |
| Max Increase | 52.27% | 18.80% | 34.78% | 31.13% | 49.58% | 59.01% | 54.25% | 55.24% | 38.73% | 56.93% | 44.70% |
| Avg Days To Max Increase | 16 | 12 | 16 | 21 | 20 | 14 | 16 | 16 | 17 | 14 | 13 |
| Avg Max Decline | -9.02% | -4.88% | -2.17% | -2.20% | -1.41% | -1.36% | -2.00% | -1.11% | -1.70% | -3.23% | -1.58% |
| Max Decline | -19.24% | -11.02% | -6.57% | -11.68% | -8.71% | -4.56% | -10.28% | -5.39% | -10.29% | -10.02% | -4.67% |
| Avg Days to Max Decline | 15 | 9 | 9 | 6 | 7 | 4 | 8 | 6 | 6 | 7 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
