MRCI Online
|
| ScenarioSM Study for September Coffee "C"(ICE) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 23 | 24 | 24 | 18 | 20 | 22 | 20 | 12 | 18 | 23 | |
| Exceeded High | 18 | 20 | 19 | 16 | 14 | 15 | 16 | 10 | 9 | 14 | 15 | |
| Scenario Percentage | 75% | 87% | 79% | 67% | 78% | 75% | 73% | 50% | 75% | 78% | 65% | |
| Avg Max Increase | 15.07% | 13.56% | 13.48% | 17.40% | 14.20% | 18.67% | 20.62% | 24.87% | 12.74% | 9.20% | 6.55% | |
| 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 | 20 | 16 | 17 | 14 | 19 | 18 | 18 | 13 | 16 | 12 | 10 | |
| Avg Max Decline | -1.80% | -1.30% | -1.87% | -1.42% | -2.30% | -3.58% | -2.79% | -2.77% | -7.40% | -4.66% | -1.10% | |
| Max Decline | -8.13% | -6.04% | -8.89% | -4.17% | -10.05% | -11.70% | -11.79% | -10.13% | -21.26% | -13.46% | -3.35% | |
| Avg Days to Max Decline | 8 | 6 | 8 | 8 | 9 | 6 | 6 | 8 | 13 | 8 | 3 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | No | Yes | Yes | ||||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
