|
ScenarioSM Study for July Coffee "C"(ICE) as of Jan 01, 2010 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 35 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 |
Closed Higher | 21 | 13 | 18 | 21 | 23 | 19 | 17 | 21 | 17 | 17 | 10 |
Exceeded High | 14 | 10 | 14 | 17 | 19 | 14 | 12 | 16 | 14 | 8 | 2 |
Scenario Percentage | 67% | 77% | 78% | 81% | 83% | 74% | 71% | 76% | 82% | 47% | 20% |
Avg Max Increase | 11.01% | 13.66% | 16.19% | 14.84% | 14.39% | 14.42% | 14.83% | 20.46% | 22.50% | 25.59% | 22.49% |
Max Increase | 34.47% | 30.79% | 52.19% | 59.47% | 48.77% | 49.16% | 33.85% | 82.60% | 115.64% | 109.13% | 38.87% |
Avg Days To Max Increase | 17 | 21 | 20 | 14 | 16 | 14 | 18 | 22 | 18 | 10 | 11 |
Avg Max Decline | -1.51% | -2.15% | -1.15% | -1.36% | -1.87% | -1.60% | -1.68% | -4.02% | -3.35% | -2.24% | -2.35% |
Max Decline | -5.27% | -11.27% | -8.11% | -6.12% | -9.98% | -6.44% | -9.36% | -12.47% | -12.38% | -6.90% | -3.16% |
Avg Days to Max Decline | 8 | 6 | 6 | 6 | 8 | 6 | 7 | 9 | 9 | 5 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | No | No | Yes | Yes |
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 |