MRCI Online
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| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 39 | 39 | 39 | 39 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 14 | 25 | 13 | 22 | 22 | 23 | 20 | 24 | 12 | 18 | 18 |
| Exceeded High | 11 | 16 | 12 | 16 | 17 | 17 | 17 | 17 | 8 | 8 | 12 |
| Scenario Percentage | 79% | 64% | 92% | 73% | 77% | 74% | 85% | 71% | 67% | 44% | 67% |
| Avg Max Increase | 12.98% | 7.30% | 8.16% | 7.40% | 13.01% | 16.41% | 12.43% | 15.52% | 15.35% | 10.55% | 7.12% |
| Max Increase | 30.21% | 18.72% | 20.22% | 19.13% | 43.56% | 45.04% | 44.58% | 62.09% | 29.02% | 20.09% | 20.40% |
| Avg Days To Max Increase | 16 | 15 | 18 | 17 | 18 | 15 | 16 | 15 | 13 | 12 | 9 |
| Avg Max Decline | -0.23% | -2.32% | -1.96% | -1.63% | -3.36% | -1.47% | -2.01% | -2.87% | -1.82% | -3.45% | -0.64% |
| Max Decline | -2.42% | -8.55% | -8.24% | -7.72% | -17.82% | -7.14% | -10.21% | -11.88% | -9.60% | -9.84% | -3.61% |
| Avg Days to Max Decline | 5 | 8 | 9 | 10 | 17 | 3 | 11 | 15 | 3 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | 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.
