MRCI Online
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| ScenarioSM Study for December Coffee "C"(ICE) as of Jan 01, 2010 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 37 | 37 | 37 |
| Closed Higher | 20 | 16 | 16 | 18 | 18 | 7 | 12 | 21 | 13 | 19 | 20 |
| Exceeded High | 16 | 12 | 12 | 13 | 10 | 5 | 11 | 15 | 11 | 17 | 14 |
| Scenario Percentage | 80% | 75% | 75% | 72% | 56% | 71% | 92% | 71% | 85% | 89% | 70% |
| Avg Max Increase | 13.21% | 12.79% | 15.13% | 20.33% | 19.98% | 15.35% | 9.65% | 12.00% | 15.05% | 16.06% | 11.76% |
| Max Increase | 49.02% | 28.74% | 58.95% | 75.81% | 102.19% | 53.42% | 20.58% | 38.16% | 34.86% | 44.71% | 27.08% |
| Avg Days To Max Increase | 16 | 18 | 20 | 20 | 13 | 13 | 16 | 14 | 16 | 13 | 15 |
| Avg Max Decline | -2.21% | -1.76% | -3.28% | -2.80% | -1.54% | -7.46% | -4.98% | -2.51% | -1.91% | -2.42% | -0.94% |
| Max Decline | -7.62% | -11.73% | -10.40% | -11.13% | -5.28% | -20.62% | -20.13% | -6.26% | -12.69% | -9.64% | -4.10% |
| Avg Days to Max Decline | 8 | 5 | 9 | 5 | 6 | 13 | 10 | 7 | 5 | 7 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
