MRCI Online
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| ScenarioSM Study for December Coffee "C"(ICE) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 18 | 18 | 22 | 20 | 11 | 17 | 24 | 16 | 22 | 23 | |
| Exceeded High | 18 | 14 | 13 | 15 | 11 | 8 | 15 | 18 | 15 | 19 | 15 | |
| Scenario Percentage | 75% | 78% | 72% | 68% | 55% | 73% | 88% | 75% | 94% | 86% | 65% | |
| Avg Max Increase | 16.39% | 13.27% | 14.15% | 17.98% | 20.43% | 13.60% | 9.03% | 11.53% | 15.37% | 14.87% | 10.66% | |
| 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 | 17 | 13 | 14 | 14 | 13 | 15 | 12 | 14 | |
| Avg Max Decline | -1.93% | -2.40% | -3.00% | -2.46% | -1.45% | -5.87% | -4.87% | -3.10% | -2.24% | -2.29% | -0.95% | |
| 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 | 5 | 2 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | No | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
