MRCI Online
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| ScenarioSM Study for September Coffee "C"(ICE) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 21 | 22 | 24 | 21 | 18 | 19 | 19 | 17 | 9 | 15 | 22 | |
| Exceeded High | 17 | 19 | 20 | 16 | 13 | 15 | 15 | 8 | 7 | 12 | 15 | |
| Scenario Percentage | 81% | 86% | 83% | 76% | 72% | 79% | 79% | 47% | 78% | 80% | 68% | |
| Avg Max Increase | 15.56% | 13.65% | 14.05% | 14.06% | 13.77% | 18.67% | 21.83% | 26.91% | 14.68% | 9.94% | 6.55% | |
| 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 | 21 | 15 | 17 | 14 | 19 | 18 | 19 | 14 | 18 | 13 | 10 | |
| Avg Max Decline | -1.81% | -1.14% | -1.78% | -1.38% | -1.88% | -3.58% | -2.93% | -2.13% | -8.92% | -5.08% | -1.10% | |
| 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 | 8 | 6 | 8 | 7 | 8 | 6 | 6 | 7 | 15 | 9 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Not Yet | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
