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ScenarioSM Study for May Cotton(ICE) as of Dec 30, 2016 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 20 | 19 | 18 | 23 | 20 | 32 | 22 | 27 | 24 | 26 | |
Exceeded High | 14 | 15 | 13 | 15 | 15 | 17 | 27 | 17 | 25 | 15 | 14 | |
Scenario Percentage | 74% | 75% | 68% | 83% | 65% | 85% | 84% | 77% | 93% | 63% | 54% | |
Avg Max Increase | 9.61% | 11.29% | 13.00% | 10.93% | 8.10% | 11.09% | 10.50% | 11.47% | 10.03% | 10.15% | 2.88% | |
Max Increase | 52.50% | 42.15% | 44.70% | 47.39% | 25.88% | 25.51% | 51.83% | 34.64% | 36.94% | 27.61% | 9.74% | |
Avg Days To Max Increase | 17 | 21 | 16 | 20 | 16 | 23 | 20 | 15 | 21 | 13 | 5 | |
Avg Max Decline | -1.87% | -1.64% | -2.94% | -2.69% | -2.02% | -1.88% | -2.74% | -3.27% | -3.06% | -2.38% | -0.71% | |
Max Decline | -9.69% | -5.81% | -13.33% | -9.66% | -8.93% | -6.54% | -11.48% | -9.28% | -11.07% | -7.60% | -2.48% | |
Avg Days to Max Decline | 8 | 6 | 7 | 11 | 6 | 5 | 14 | 10 | 11 | 7 | 1 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | 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.