MRCI Online
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| ScenarioSM Study for July Orange Juice(ICE) as of May 10, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 20 | 20 | 27 | 16 | 17 | 17 | 29 | 17 | 30 | 18 | |
| Exceeded High | 18 | 16 | 17 | 17 | 11 | 6 | 15 | 22 | 11 | 18 | 12 | |
| Scenario Percentage | 78% | 80% | 85% | 63% | 69% | 35% | 88% | 76% | 65% | 60% | 67% | |
| Avg Max Increase | 12.09% | 14.43% | 9.14% | 13.99% | 13.10% | 13.60% | 11.55% | 11.29% | 12.60% | 8.40% | 5.35% | |
| Max Increase | 41.65% | 43.02% | 24.27% | 62.51% | 28.36% | 23.78% | 31.32% | 30.56% | 34.97% | 24.06% | 9.31% | |
| Avg Days To Max Increase | 17 | 15 | 15 | 14 | 14 | 22 | 17 | 19 | 21 | 9 | 7 | |
| Avg Max Decline | -2.76% | -1.13% | -1.09% | -1.91% | -1.21% | -1.66% | -2.07% | -4.18% | -3.11% | -3.03% | -0.56% | |
| Max Decline | -17.24% | -7.60% | -6.21% | -6.31% | -10.29% | -8.26% | -9.63% | -15.50% | -10.98% | -10.31% | -2.77% | |
| Avg Days to Max Decline | 14 | 6 | 8 | 10 | 7 | 5 | 6 | 12 | 6 | 8 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | No | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
