|
ScenarioSM Study for May Coffee "C"(ICE) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 11 | 17 | 24 | 17 | 22 | 24 | 23 | 21 | 19 | 21 | 23 | |
Exceeded High | 7 | 14 | 18 | 15 | 17 | 18 | 18 | 13 | 15 | 14 | 15 | |
Scenario Percentage | 64% | 82% | 75% | 88% | 77% | 75% | 78% | 62% | 79% | 67% | 65% | |
Avg Max Increase | 14.02% | 8.46% | 10.42% | 14.68% | 15.61% | 15.53% | 14.97% | 21.61% | 15.19% | 16.37% | 8.12% | |
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 | 12 | 15 | 17 | 19 | 15 | 17 | 14 | 17 | 13 | 11 | |
Avg Max Decline | -6.23% | -4.47% | -2.63% | -2.07% | -1.79% | -1.52% | -2.45% | -1.03% | -2.50% | -3.07% | -1.28% | |
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 | 10 | 11 | 10 | 5 | 7 | 4 | 10 | 5 | 9 | 7 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |