MRCI Online
|
| ScenarioSM Study for May Coffee "C"(ICE) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 35 | 36 | 36 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 7 | 12 | 21 | 14 | 19 | 22 | 22 | 17 | 17 | 21 | 19 | |
| Exceeded High | 4 | 10 | 15 | 11 | 15 | 17 | 18 | 12 | 13 | 14 | 13 | |
| Scenario Percentage | 57% | 83% | 71% | 79% | 79% | 77% | 82% | 71% | 76% | 67% | 68% | |
| Avg Max Increase | 16.82% | 8.99% | 10.60% | 14.15% | 15.99% | 15.67% | 15.24% | 17.11% | 15.19% | 16.20% | 8.87% | |
| 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 | 13 | 16 | 20 | 20 | 14 | 16 | 15 | 16 | 13 | 12 | |
| Avg Max Decline | -9.02% | -3.98% | -2.17% | -1.91% | -1.57% | -1.34% | -2.14% | -1.07% | -1.77% | -3.07% | -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 | 5 | 7 | 4 | 9 | 5 | 6 | 7 | 4 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
