|
ScenarioSM Study for May Coffee "C"(ICE) as of Dec 30, 2016 | ||||||||||||
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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 | 41 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 10 | 15 | 24 | 16 | 20 | 24 | 24 | 20 | 19 | 22 | 22 | |
Exceeded High | 6 | 12 | 18 | 13 | 16 | 18 | 19 | 14 | 15 | 14 | 14 | |
Scenario Percentage | 60% | 80% | 75% | 81% | 80% | 75% | 79% | 70% | 79% | 64% | 64% | |
Avg Max Increase | 15.33% | 9.00% | 10.42% | 14.04% | 16.14% | 15.53% | 15.23% | 20.75% | 15.19% | 16.20% | 8.41% | |
Max Increase | 52.27% | 18.80% | 34.78% | 31.13% | 49.58% | 59.01% | 54.25% | 64.90% | 38.73% | 56.93% | 44.70% | |
Avg Days To Max Increase | 16 | 11 | 15 | 18 | 20 | 15 | 17 | 14 | 17 | 13 | 12 | |
Avg Max Decline | -6.76% | -4.43% | -2.63% | -1.99% | -1.77% | -1.52% | -2.31% | -0.93% | -2.50% | -3.07% | -1.49% | |
Max Decline | -19.24% | -11.02% | -11.57% | -11.68% | -8.71% | -4.56% | -10.28% | -5.39% | -10.29% | -10.02% | -4.67% | |
Avg Days to Max Decline | 11 | 11 | 10 | 5 | 7 | 4 | 10 | 5 | 9 | 7 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Not Yet |
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