MRCI Online
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| ScenarioSM Study for September Coffee "C"(ICE) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 22 | 23 | 25 | 19 | 18 | 22 | 19 | 12 | 20 | 24 | |
| Exceeded High | 17 | 20 | 17 | 17 | 15 | 12 | 15 | 9 | 9 | 15 | 14 | |
| Scenario Percentage | 74% | 91% | 74% | 68% | 79% | 67% | 68% | 47% | 75% | 75% | 58% | |
| Avg Max Increase | 15.49% | 12.10% | 12.76% | 16.51% | 11.28% | 19.71% | 19.35% | 23.25% | 14.88% | 9.55% | 6.92% | |
| Max Increase | 54.56% | 58.99% | 42.09% | 62.80% | 24.35% | 72.37% | 122.35% | 121.24% | 43.01% | 23.92% | 21.36% | |
| Avg Days To Max Increase | 18 | 16 | 17 | 13 | 20 | 17 | 18 | 11 | 16 | 13 | 11 | |
| Avg Max Decline | -1.51% | -1.31% | -2.10% | -1.57% | -4.16% | -3.49% | -2.80% | -3.61% | -5.56% | -5.66% | -1.28% | |
| Max Decline | -7.46% | -5.23% | -8.89% | -4.99% | -11.67% | -11.11% | -11.79% | -10.13% | -16.43% | -13.46% | -3.35% | |
| Avg Days to Max Decline | 9 | 5 | 9 | 6 | 14 | 6 | 5 | 9 | 12 | 9 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
