MRCI Online
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| ScenarioSM Study for July Cotton(ICE) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 22 | 20 | 24 | 20 | 29 | 21 | 26 | 23 | 26 | 23 | 26 | |
| Exceeded High | 14 | 17 | 15 | 16 | 24 | 16 | 23 | 15 | 19 | 16 | 12 | |
| Scenario Percentage | 64% | 85% | 63% | 80% | 83% | 76% | 88% | 65% | 73% | 70% | 46% | |
| Avg Max Increase | 12.53% | 11.09% | 8.40% | 10.00% | 10.68% | 10.65% | 8.49% | 11.64% | 9.90% | 10.53% | 4.35% | |
| Max Increase | 38.43% | 44.56% | 25.54% | 24.15% | 55.11% | 35.33% | 34.05% | 35.75% | 35.29% | 34.98% | 12.36% | |
| Avg Days To Max Increase | 18 | 20 | 15 | 23 | 20 | 14 | 21 | 21 | 20 | 11 | 6 | |
| Avg Max Decline | -1.75% | -2.53% | -0.78% | -1.89% | -2.39% | -1.97% | -2.57% | -2.19% | -3.10% | -2.41% | -0.65% | |
| Max Decline | -4.46% | -8.94% | -5.00% | -6.60% | -10.31% | -4.01% | -10.16% | -6.25% | -9.31% | -7.63% | -2.86% | |
| Avg Days to Max Decline | 7 | 10 | 3 | 6 | 13 | 6 | 12 | 7 | 10 | 5 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
