|
ScenarioSM Study for September Coffee "C"(ICE) as of Jan 01, 2008 | |||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 |
Closed Higher | 19 | 19 | 22 | 18 | 16 | 17 | 17 | 16 | 6 | 12 | 19 |
Exceeded High | 15 | 17 | 18 | 14 | 11 | 13 | 13 | 7 | 5 | 10 | 13 |
Scenario Percentage | 79% | 89% | 82% | 78% | 69% | 76% | 76% | 44% | 83% | 83% | 68% |
Avg Max Increase | 15.94% | 14.55% | 13.50% | 13.19% | 15.18% | 20.01% | 23.92% | 30.20% | 15.51% | 10.03% | 6.70% |
Max Increase | 54.56% | 58.99% | 42.09% | 38.59% | 32.10% | 72.37% | 122.35% | 121.24% | 43.01% | 23.92% | 21.36% |
Avg Days To Max Increase | 20 | 15 | 16 | 16 | 19 | 19 | 19 | 15 | 18 | 14 | 11 |
Avg Max Decline | -1.59% | -1.18% | -1.55% | -1.58% | -1.48% | -3.84% | -2.96% | -2.35% | -11.15% | -5.39% | -1.32% |
Max Decline | -8.13% | -6.04% | -8.89% | -4.17% | -10.05% | -11.70% | -11.79% | -5.93% | -21.26% | -13.46% | -3.35% |
Avg Days to Max Decline | 9 | 5 | 7 | 8 | 6 | 5 | 7 | 8 | 17 | 8 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | No | Yes | Yes |
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