MRCI Online
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| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 28 | 17 | 27 | 23 | 24 | 21 | 27 | 13 | 24 | 21 | |
| Exceeded High | 14 | 19 | 16 | 19 | 17 | 17 | 17 | 20 | 9 | 12 | 13 | |
| Scenario Percentage | 78% | 68% | 94% | 70% | 74% | 71% | 81% | 74% | 69% | 50% | 62% | |
| Avg Max Increase | 12.39% | 7.18% | 7.10% | 7.87% | 12.10% | 16.30% | 9.53% | 16.51% | 16.79% | 11.14% | 7.14% | |
| Max Increase | 30.21% | 18.72% | 20.22% | 19.13% | 43.56% | 45.04% | 22.16% | 62.09% | 29.02% | 20.09% | 20.40% | |
| Avg Days To Max Increase | 16 | 15 | 14 | 16 | 18 | 15 | 17 | 15 | 14 | 11 | 7 | |
| Avg Max Decline | -0.29% | -3.06% | -1.73% | -1.94% | -3.11% | -1.58% | -1.75% | -3.12% | -0.96% | -2.64% | -1.01% | |
| Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -7.14% | -8.18% | -11.88% | -9.60% | -9.84% | -5.51% | |
| Avg Days to Max Decline | 4 | 8 | 7 | 10 | 16 | 2 | 9 | 14 | 8 | 6 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | 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.
