MRCI Online
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| ScenarioSM Study for July Cotton(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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 17 | 24 | 21 | 30 | 21 | 27 | 25 | 27 | 21 | 25 | |
| Exceeded High | 15 | 15 | 15 | 18 | 25 | 17 | 24 | 15 | 20 | 15 | 11 | |
| Scenario Percentage | 63% | 88% | 63% | 86% | 83% | 81% | 89% | 60% | 74% | 71% | 44% | |
| Avg Max Increase | 11.59% | 9.71% | 7.74% | 9.35% | 10.73% | 10.85% | 7.24% | 10.53% | 9.51% | 10.17% | 3.47% | |
| Max Increase | 38.43% | 44.56% | 25.54% | 24.15% | 55.11% | 35.33% | 16.56% | 35.75% | 35.29% | 34.98% | 7.76% | |
| Avg Days To Max Increase | 15 | 19 | 17 | 23 | 20 | 14 | 20 | 21 | 16 | 10 | 6 | |
| Avg Max Decline | -1.72% | -2.47% | -1.05% | -1.81% | -2.61% | -1.81% | -2.47% | -2.34% | -3.08% | -2.47% | -0.80% | |
| 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 | 8 | 4 | 6 | 13 | 7 | 11 | 7 | 10 | 4 | 1 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
