MRCI Online
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| ScenarioSM Study for September Coffee "C"(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 22 | 23 | 25 | 23 | 19 | 20 | 21 | 18 | 11 | 17 | 23 | |
| Exceeded High | 17 | 20 | 20 | 17 | 14 | 15 | 15 | 9 | 8 | 14 | 15 | |
| Scenario Percentage | 77% | 87% | 80% | 74% | 74% | 75% | 71% | 50% | 73% | 82% | 65% | |
| Avg Max Increase | 15.56% | 13.56% | 14.05% | 16.92% | 14.20% | 18.67% | 21.83% | 26.74% | 13.63% | 9.63% | 7.09% | |
| Max Increase | 54.56% | 58.99% | 42.09% | 62.80% | 32.10% | 72.37% | 122.35% | 121.24% | 43.01% | 23.92% | 21.36% | |
| Avg Days To Max Increase | 21 | 16 | 17 | 14 | 19 | 18 | 19 | 14 | 17 | 13 | 11 | |
| Avg Max Decline | -1.81% | -1.30% | -1.78% | -1.30% | -2.30% | -3.58% | -2.93% | -1.95% | -8.28% | -5.04% | -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 | 9 | 6 | 6 | 6 | 14 | 9 | 4 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
