MRCI Online
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| ScenarioSM Study for May Coffee "C"(ICE) as of Sep 26, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 12 | 18 | 25 | 17 | 22 | 23 | 22 | 22 | 20 | 18 | 23 | |
| Exceeded High | 8 | 14 | 19 | 15 | 17 | 18 | 16 | 14 | 16 | 11 | 15 | |
| Scenario Percentage | 67% | 78% | 76% | 88% | 77% | 78% | 73% | 64% | 80% | 61% | 65% | |
| Avg Max Increase | 15.16% | 8.76% | 9.56% | 14.06% | 16.37% | 14.04% | 14.42% | 20.30% | 12.36% | 16.57% | 8.11% | |
| 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 | 17 | 18 | 15 | 18 | 13 | 18 | 13 | 11 | |
| Avg Max Decline | -3.59% | -4.95% | -2.86% | -2.67% | -1.90% | -1.65% | -2.86% | -1.27% | -4.32% | -3.32% | -1.15% | |
| Max Decline | -18.78% | -11.02% | -11.57% | -11.68% | -8.71% | -5.48% | -10.28% | -5.53% | -12.36% | -10.02% | -4.67% | |
| Avg Days to Max Decline | 9 | 11 | 11 | 6 | 7 | 4 | 10 | 3 | 13 | 8 | 3 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
