MRCI Online
|
| ScenarioSM Study for December Coffee "C"(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 18 | 17 | 22 | 20 | 12 | 18 | 24 | 16 | 22 | 23 | |
| Exceeded High | 16 | 15 | 11 | 15 | 11 | 9 | 15 | 19 | 15 | 19 | 16 | |
| Scenario Percentage | 70% | 83% | 65% | 68% | 55% | 75% | 83% | 79% | 94% | 86% | 70% | |
| Avg Max Increase | 17.08% | 11.59% | 13.81% | 17.35% | 18.17% | 15.01% | 9.29% | 10.56% | 15.55% | 16.53% | 10.99% | |
| Max Increase | 60.95% | 25.31% | 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 | 18 | 16 | 11 | 15 | 13 | 12 | 15 | 11 | 14 | |
| Avg Max Decline | -2.20% | -3.40% | -2.78% | -2.39% | -2.65% | -3.44% | -5.40% | -3.34% | -2.80% | -2.36% | -1.34% | |
| Max Decline | -7.62% | -11.73% | -10.40% | -11.13% | -9.79% | -18.36% | -20.13% | -12.33% | -12.69% | -9.64% | -4.93% | |
| Avg Days to Max Decline | 7 | 12 | 9 | 5 | 8 | 10 | 11 | 10 | 4 | 5 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | 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.
