MRCI Online
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| ScenarioSM Study for May Orange Juice(ICE) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 39 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 15 | 26 | 22 | 25 | 24 | 27 | 15 | 22 | 19 | 24 | 16 | |
| Exceeded High | 14 | 20 | 17 | 20 | 20 | 20 | 11 | 9 | 15 | 17 | 9 | |
| Scenario Percentage | 93% | 77% | 77% | 80% | 83% | 74% | 73% | 41% | 79% | 71% | 56% | |
| Avg Max Increase | 6.73% | 7.43% | 12.46% | 14.71% | 11.82% | 16.06% | 13.17% | 13.49% | 10.30% | 7.48% | 5.95% | |
| Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 44.49% | 62.21% | 29.47% | 21.39% | 28.32% | 16.91% | 16.03% | |
| Avg Days To Max Increase | 14 | 17 | 15 | 14 | 18 | 16 | 14 | 24 | 15 | 9 | 6 | |
| Avg Max Decline | -1.47% | -1.67% | -3.23% | -0.81% | -1.54% | -2.59% | -2.31% | -4.02% | -1.75% | -2.80% | -0.46% | |
| Max Decline | -8.84% | -7.37% | -17.46% | -6.46% | -8.42% | -11.34% | -10.80% | -10.03% | -8.38% | -12.78% | -1.91% | |
| Avg Days to Max Decline | 9 | 10 | 16 | 3 | 11 | 13 | 7 | 11 | 6 | 8 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
