MRCI Online
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| ScenarioSM Study for July 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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 24 | 22 | 27 | 15 | 20 | 20 | 26 | 20 | 29 | 19 | |
| Exceeded High | 18 | 18 | 18 | 19 | 11 | 8 | 17 | 20 | 15 | 16 | 13 | |
| Scenario Percentage | 86% | 75% | 82% | 70% | 73% | 40% | 85% | 77% | 75% | 55% | 68% | |
| Avg Max Increase | 11.30% | 14.58% | 8.72% | 15.95% | 14.96% | 12.71% | 10.57% | 12.04% | 12.98% | 6.97% | 5.04% | |
| Max Increase | 41.65% | 43.02% | 24.27% | 62.51% | 28.36% | 18.19% | 31.32% | 30.56% | 34.97% | 15.09% | 9.31% | |
| Avg Days To Max Increase | 18 | 16 | 18 | 15 | 11 | 20 | 15 | 19 | 20 | 11 | 7 | |
| Avg Max Decline | -3.04% | -0.99% | -1.02% | -2.27% | -2.13% | -2.46% | -1.46% | -3.13% | -2.05% | -3.27% | -0.92% | |
| Max Decline | -17.24% | -8.20% | -6.21% | -10.84% | -11.07% | -8.26% | -9.63% | -12.66% | -11.46% | -9.76% | -2.77% | |
| Avg Days to Max Decline | 13 | 4 | 9 | 12 | 5 | 6 | 6 | 11 | 6 | 9 | 2 | |
| 2014 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.
