|
ScenarioSM Study for March Orange Juice(ICE) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 30 | 20 | 26 | 24 | 23 | 21 | 27 | 13 | 23 | 19 | |
Exceeded High | 15 | 20 | 18 | 20 | 17 | 16 | 17 | 17 | 8 | 11 | 13 | |
Scenario Percentage | 79% | 67% | 90% | 77% | 71% | 70% | 81% | 63% | 62% | 48% | 68% | |
Avg Max Increase | 11.32% | 7.27% | 7.27% | 7.77% | 13.02% | 16.22% | 10.03% | 15.78% | 15.59% | 11.40% | 7.14% | |
Max Increase | 30.21% | 21.35% | 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 | 14 | 16 | 15 | 13 | 12 | 7 | |
Avg Max Decline | -0.45% | -2.84% | -1.67% | -1.68% | -2.88% | -2.03% | -1.69% | -2.86% | -1.16% | -2.80% | -1.01% | |
Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -8.60% | -8.18% | -7.92% | -9.60% | -9.84% | -5.51% | |
Avg Days to Max Decline | 5 | 7 | 8 | 10 | 14 | 3 | 7 | 13 | 8 | 6 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | No | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.