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ScenarioSM Study for May Orange Juice(ICE) as of Jan 01, 2014 | ||||||||||||
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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 | 40 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 26 | 23 | 25 | 23 | 27 | 14 | 23 | 19 | 25 | 16 | |
Exceeded High | 15 | 20 | 18 | 20 | 19 | 20 | 11 | 10 | 15 | 18 | 9 | |
Scenario Percentage | 94% | 77% | 78% | 80% | 83% | 74% | 79% | 43% | 79% | 72% | 56% | |
Avg Max Increase | 6.52% | 7.43% | 12.19% | 14.71% | 10.83% | 16.23% | 13.17% | 13.81% | 10.92% | 8.58% | 6.57% | |
Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 44.49% | 62.21% | 29.47% | 21.39% | 28.32% | 21.75% | 20.83% | |
Avg Days To Max Increase | 15 | 17 | 15 | 14 | 18 | 16 | 14 | 23 | 14 | 10 | 7 | |
Avg Max Decline | -2.06% | -1.67% | -3.02% | -0.81% | -1.61% | -2.70% | -2.31% | -3.64% | -1.76% | -3.06% | -0.46% | |
Max Decline | -10.34% | -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 | 11 | 10 | 15 | 3 | 11 | 13 | 7 | 11 | 4 | 8 | 1 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.