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ScenarioSM Study for May Coffee "C"(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 37 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 8 | 13 | 23 | 15 | 20 | 23 | 23 | 18 | 18 | 21 | 20 | |
Exceeded High | 5 | 11 | 17 | 12 | 16 | 17 | 19 | 13 | 14 | 14 | 14 | |
Scenario Percentage | 63% | 85% | 74% | 80% | 80% | 74% | 83% | 72% | 78% | 67% | 70% | |
Avg Max Increase | 16.08% | 9.28% | 10.35% | 14.69% | 16.14% | 15.67% | 15.23% | 17.36% | 14.88% | 16.37% | 8.57% | |
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 | 17 | 12 | 15 | 19 | 20 | 14 | 17 | 14 | 17 | 13 | 12 | |
Avg Max Decline | -8.12% | -4.18% | -2.10% | -2.22% | -1.77% | -1.34% | -2.31% | -0.99% | -2.11% | -3.07% | -1.49% | |
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 | 13 | 10 | 10 | 5 | 7 | 4 | 10 | 5 | 8 | 7 | 3 | |
2012 Contract Condition | Yes | Yes | ||||||||||
Action | Yes | No |
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