MRCI Online
|
| ScenarioSM Study for December Coffee "C"(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 42 | 42 | 42 | |
| Closed Higher | 23 | 18 | 17 | 20 | 18 | 9 | 15 | 24 | 15 | 20 | 22 | |
| Exceeded High | 18 | 14 | 13 | 14 | 10 | 7 | 13 | 18 | 13 | 18 | 15 | |
| Scenario Percentage | 78% | 78% | 76% | 70% | 56% | 78% | 87% | 75% | 87% | 90% | 68% | |
| Avg Max Increase | 16.39% | 13.27% | 14.15% | 19.09% | 19.98% | 14.64% | 9.59% | 11.53% | 14.76% | 15.79% | 11.28% | |
| Max Increase | 60.95% | 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 | 15 | 19 | 19 | 18 | 13 | 14 | 14 | 13 | 15 | 13 | 15 | |
| Avg Max Decline | -1.93% | -2.40% | -3.00% | -2.60% | -1.54% | -6.21% | -4.84% | -3.10% | -2.16% | -2.58% | -1.17% | |
| Max Decline | -7.62% | -11.73% | -10.40% | -11.13% | -5.28% | -20.62% | -20.13% | -12.33% | -12.69% | -9.64% | -4.40% | |
| Avg Days to Max Decline | 8 | 9 | 8 | 5 | 6 | 12 | 10 | 9 | 5 | 6 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | 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.
