MRCI Online
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| ScenarioSM Study for July Coffee "C"(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 17 | 21 | 24 | 25 | 23 | 19 | 23 | 21 | 19 | 15 | |
| Exceeded High | 17 | 14 | 17 | 19 | 20 | 16 | 14 | 17 | 16 | 9 | 4 | |
| Scenario Percentage | 71% | 82% | 81% | 79% | 80% | 70% | 74% | 74% | 76% | 47% | 27% | |
| Avg Max Increase | 10.70% | 13.63% | 15.26% | 14.18% | 14.49% | 17.88% | 14.93% | 19.41% | 20.04% | 22.75% | 15.77% | |
| Max Increase | 34.47% | 30.79% | 52.19% | 59.47% | 48.77% | 63.89% | 33.85% | 82.60% | 115.64% | 109.13% | 38.87% | |
| Avg Days To Max Increase | 16 | 18 | 19 | 15 | 16 | 13 | 19 | 21 | 16 | 10 | 12 | |
| Avg Max Decline | -2.04% | -2.19% | -1.54% | -1.50% | -2.00% | -1.37% | -2.44% | -3.77% | -3.04% | -2.05% | -1.53% | |
| Max Decline | -11.20% | -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 | 9 | 5 | 6 | 6 | 9 | 6 | 10 | 9 | 8 | 5 | 3 | |
| 2018 Contract Condition | Yes | Yes | ||||||||||
| Action | Yes | Not Yet | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
