MRCI Online
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| ScenarioSM Study for July Coffee "C"(ICE) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 17 | 22 | 23 | 23 | 24 | 20 | 20 | 21 | 19 | 16 | |
| Exceeded High | 18 | 15 | 17 | 19 | 17 | 16 | 15 | 13 | 15 | 9 | 6 | |
| Scenario Percentage | 72% | 88% | 77% | 83% | 74% | 67% | 75% | 65% | 71% | 47% | 38% | |
| Avg Max Increase | 9.80% | 13.39% | 15.86% | 12.75% | 13.46% | 17.51% | 11.94% | 20.72% | 19.42% | 18.84% | 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 | 18 | 18 | 15 | 17 | 12 | 20 | 20 | 16 | 6 | 9 | |
| Avg Max Decline | -2.30% | -2.69% | -1.66% | -1.53% | -2.49% | -1.66% | -4.35% | -3.65% | -3.08% | -2.69% | -1.23% | |
| Max Decline | -11.20% | -11.27% | -8.11% | -5.41% | -9.98% | -6.44% | -12.06% | -12.47% | -12.38% | -10.13% | -3.23% | |
| Avg Days to Max Decline | 10 | 6 | 7 | 6 | 10 | 4 | 15 | 10 | 8 | 3 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | 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.
