|
ScenarioSM Study for September Coffee "C"(ICE) as of Jun 30, 2022 | ||||||||||||
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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 | 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 | 25 | 23 | 19 | 19 | 22 | 19 | 12 | 19 | 24 | |
Exceeded High | 18 | 21 | 19 | 15 | 15 | 13 | 16 | 9 | 9 | 15 | 15 | |
Scenario Percentage | 75% | 91% | 76% | 65% | 79% | 68% | 73% | 47% | 75% | 79% | 63% | |
Avg Max Increase | 16.31% | 13.33% | 13.11% | 17.65% | 12.34% | 18.89% | 20.00% | 23.70% | 14.88% | 9.72% | 7.10% | |
Max Increase | 54.56% | 58.99% | 42.09% | 62.80% | 26.30% | 72.37% | 122.35% | 121.24% | 43.01% | 23.92% | 21.36% | |
Avg Days To Max Increase | 20 | 16 | 17 | 13 | 19 | 17 | 17 | 12 | 16 | 13 | 11 | |
Avg Max Decline | -1.79% | -1.48% | -2.18% | -1.48% | -3.39% | -3.37% | -2.72% | -3.47% | -5.56% | -5.38% | -1.14% | |
Max Decline | -8.13% | -6.04% | -8.89% | -4.17% | -11.67% | -11.11% | -11.79% | -10.13% | -16.43% | -13.46% | -3.35% | |
Avg Days to Max Decline | 8 | 6 | 9 | 6 | 12 | 6 | 6 | 9 | 12 | 9 | 4 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet | Not Yet |
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