MRCI Online
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| ScenarioSM Study for May Coffee "C"(ICE) as of Jan 31, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 17 | 24 | 18 | 22 | 24 | 24 | 20 | 20 | 20 | 23 | |
| Exceeded High | 9 | 14 | 19 | 16 | 17 | 19 | 18 | 12 | 16 | 13 | 15 | |
| Scenario Percentage | 69% | 82% | 79% | 89% | 77% | 79% | 75% | 60% | 80% | 65% | 65% | |
| Avg Max Increase | 14.16% | 8.76% | 10.10% | 14.63% | 17.03% | 15.06% | 14.45% | 22.23% | 13.28% | 15.23% | 7.96% | |
| Max Increase | 52.27% | 18.80% | 34.78% | 31.13% | 49.58% | 59.01% | 54.25% | 64.90% | 35.71% | 56.93% | 44.70% | |
| Avg Days To Max Increase | 16 | 12 | 14 | 18 | 19 | 15 | 18 | 13 | 18 | 13 | 10 | |
| Avg Max Decline | -5.33% | -4.95% | -2.51% | -2.47% | -1.79% | -1.72% | -2.79% | -1.05% | -3.55% | -3.44% | -1.15% | |
| Max Decline | -19.24% | -11.02% | -11.57% | -11.68% | -8.71% | -5.48% | -10.28% | -5.39% | -12.36% | -10.02% | -4.67% | |
| Avg Days to Max Decline | 10 | 11 | 10 | 6 | 7 | 4 | 10 | 3 | 11 | 8 | 3 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
