MRCI Online
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| ScenarioSM Study for July Coffee "C"(ICE) as of Dec 06, 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 | 24 | 17 | 22 | 24 | 23 | 25 | 19 | 20 | 21 | 20 | 16 | |
| Exceeded High | 17 | 15 | 18 | 20 | 16 | 17 | 14 | 13 | 14 | 10 | 7 | |
| Scenario Percentage | 71% | 88% | 82% | 83% | 70% | 68% | 74% | 65% | 67% | 50% | 44% | |
| Avg Max Increase | 10.04% | 13.39% | 16.14% | 12.66% | 14.11% | 16.56% | 11.21% | 22.05% | 18.07% | 18.29% | 11.51% | |
| 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 | 16 | 18 | 18 | 15 | 18 | 12 | 19 | 20 | 15 | 7 | 9 | |
| Avg Max Decline | -2.43% | -2.69% | -1.79% | -1.64% | -2.64% | -1.79% | -4.61% | -3.33% | -2.93% | -2.75% | -1.34% | |
| 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 | 6 | 6 | 10 | 4 | 16 | 10 | 7 | 4 | 3 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | No | Yes | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
