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ScenarioSM Study for May Coffee "C"(ICE) as of Jul 07, 2025 | ||||||||||||
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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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 20 | 24 | 17 | 22 | 24 | 22 | 24 | 19 | 19 | 24 | |
Exceeded High | 9 | 16 | 18 | 15 | 18 | 20 | 15 | 16 | 14 | 12 | 14 | |
Scenario Percentage | 75% | 80% | 75% | 88% | 82% | 83% | 68% | 67% | 74% | 63% | 58% | |
Avg Max Increase | 15.15% | 9.01% | 10.22% | 15.50% | 16.66% | 14.14% | 15.17% | 18.88% | 12.27% | 17.85% | 8.35% | |
Max Increase | 52.27% | 20.02% | 34.78% | 31.13% | 49.58% | 59.01% | 54.25% | 64.90% | 35.71% | 56.93% | 44.70% | |
Avg Days To Max Increase | 17 | 12 | 16 | 19 | 18 | 16 | 18 | 13 | 18 | 15 | 10 | |
Avg Max Decline | -3.57% | -4.64% | -2.69% | -3.33% | -2.02% | -2.12% | -3.07% | -1.62% | -4.88% | -3.99% | -1.16% | |
Max Decline | -18.78% | -11.02% | -11.57% | -11.68% | -8.71% | -8.64% | -10.28% | -7.04% | -12.36% | -14.36% | -4.67% | |
Avg Days to Max Decline | 8 | 10 | 10 | 8 | 7 | 4 | 11 | 5 | 15 | 8 | 3 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.