MRCI Online
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| ScenarioSM Study for March Cocoa(ICE) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 17 | 19 | 23 | 26 | 26 | 23 | 14 | 20 | 25 | 17 | 21 |
| Exceeded High | 13 | 18 | 19 | 19 | 18 | 16 | 13 | 15 | 19 | 14 | 15 |
| Scenario Percentage | 76% | 95% | 83% | 73% | 69% | 70% | 93% | 75% | 76% | 82% | 71% |
| Avg Max Increase | 14.33% | 13.50% | 11.79% | 14.23% | 12.04% | 11.51% | 10.29% | 12.49% | 15.37% | 10.47% | 7.69% |
| Max Increase | 35.46% | 45.34% | 27.78% | 38.29% | 33.68% | 27.14% | 21.83% | 26.12% | 58.58% | 25.62% | 23.13% |
| Avg Days To Max Increase | 20 | 16 | 17 | 15 | 15 | 13 | 15 | 14 | 13 | 11 | 11 |
| Avg Max Decline | -3.25% | -3.74% | -2.29% | -3.62% | -2.37% | -3.42% | -1.65% | -3.31% | -3.53% | -1.94% | -1.48% |
| Max Decline | -13.61% | -10.55% | -13.93% | -12.19% | -9.23% | -9.09% | -9.66% | -9.48% | -13.27% | -7.77% | -4.18% |
| Avg Days to Max Decline | 6 | 12 | 8 | 9 | 7 | 9 | 5 | 8 | 9 | 6 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
