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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Coffee "C"(ICE) as of Apr 29, 2022
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   24 18 22 24 25 22 20 22 21 19 16
Exceeded High   18 16 17 20 19 14 15 15 16 9 6
Scenario Percentage   75% 89% 77% 83% 76% 64% 75% 68% 76% 47% 38%
Avg Max Increase   10.33% 14.09% 16.64% 13.84% 13.69% 18.82% 13.01% 19.50% 19.52% 19.33% 11.75%
Max Increase   34.47% 30.79% 52.19% 59.47% 48.77% 63.89% 27.25% 82.60% 115.64% 109.13% 38.87%
Avg Days To Max Increase   15 19 19 15 17 12 19 20 15 7 9
Avg Max Decline   -1.94% -2.50% -1.55% -1.70% -2.44% -1.53% -3.55% -3.65% -2.97% -2.58% -1.23%
Max Decline   -11.20% -11.27% -8.11% -6.12% -9.98% -6.44% -12.06% -12.47% -12.38% -10.13% -3.23%
Avg Days to Max Decline   9 5 6 6 9 4 13 9 8 3 4
2021 Contract Condition   Yes     Yes Yes   Yes   Yes Yes  
Action   Yes     Yes Yes   Yes   Yes Yes  
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   21 27 22 21 20 23 25 23 24 26 29
Penetrated Low   17 19 18 19 17 22 21 20 20 22 20
Scenario Percentage   81% 70% 82% 90% 85% 96% 84% 87% 83% 85% 69%
Avg Max Decline   8.35% 9.13% 9.14% 8.60% 8.23% 8.47% 9.02% 8.37% 14.55% 11.42% 7.75%
Max Decline   21.21% 21.65% 22.76% 18.17% 22.75% 21.57% 17.07% 17.14% 35.43% 28.60% 25.02%
Avg Days To Max Decline   19 12 15 15 16 17 16 19 19 14 12
Avg Max Increase   -5.07% -2.49% -2.16% -2.31% -4.18% -3.44% -2.63% -4.91% -3.90% -3.75% -1.66%
Max Increase   -12.46% -12.35% -5.96% -9.62% -14.70% -12.01% -10.04% -16.15% -10.75% -10.42% -8.26%
Avg Days to Max Increase   11 7 9 5 10 9 8 13 10 8 4
2021 Contract Condition     Yes Yes     Yes   Yes     Yes
Action     Yes Yes     Yes   Yes     Not Yet
High 124.95 132.75 137.00 118.35 127.85 132.50 135.60 142.20 141.60 147.65 163.15 166.75
Low 103.60 116.70 113.10 109.10 108.20 119.85 122.75 124.10 122.55 122.50 139.60 147.05
Close/Last 124.60 131.60 115.50 110.30 126.70 131.85 126.95 139.30 125.40 141.45 162.35 159.35

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US stock indices have still continued into new all-time highs, and some international stock markets have also been trending higher. Are there certain times of the year that have consistently provided incredible opportunities? But which way and when? MRCI has just released the 2024 Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russell 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.