MRCI Online
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| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 33 | 40 | 40 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 14 | 25 | 13 | 23 | 22 | 24 | 21 | 24 | 13 | 18 | 18 | |
| Exceeded High | 11 | 16 | 12 | 16 | 17 | 18 | 17 | 17 | 8 | 8 | 11 | |
| Scenario Percentage | 79% | 64% | 92% | 70% | 77% | 75% | 81% | 71% | 62% | 44% | 61% | |
| Avg Max Increase | 12.98% | 7.30% | 8.16% | 7.40% | 13.01% | 16.67% | 12.43% | 15.52% | 15.35% | 10.41% | 6.76% | |
| 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 | 7 | |
| Avg Max Decline | -0.23% | -2.32% | -1.96% | -1.63% | -3.36% | -1.47% | -2.01% | -2.87% | -1.82% | -2.85% | -0.63% | |
| 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 | 5 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
