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MRCI's ScenarioSM Study
ScenarioSM Study for March Sugar #11(NYBOT) as of May 27, 2004
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
Tested Years 41 43 43 43 43 43 43 43 43 43 43
Closed Higher 15 23 19 17 19 20 19 29 24 21 19
Exceeded High 13 17 16 14 15 18 17 22 19 16 8
Scenario Percentage 87% 74% 84% 82% 79% 90% 89% 76% 79% 76% 42%
Avg Max Increase 21.25% 20.53% 15.20% 15.31% 12.35% 19.77% 22.76% 17.88% 22.79% 18.75% 16.41%
Max Increase 113.69% 60.55% 53.74% 65.38% 45.05% 97.05% 102.45% 70.10% 90.79% 127.09% 51.19%
Avg Days To Max Increase 20 19 18 20 17 20 17 14 17 16 14
Avg Max Decline -3.33% -1.74% -2.54% -3.58% -3.85% -4.17% -2.91% -2.98% -3.94% -3.54% -3.24%
Max Decline -11.88% -8.33% -13.62% -15.38% -13.02% -12.93% -8.44% -10.60% -12.69% -8.18% -10.07%
Avg Days to Max Decline 9 3 6 7 8 11 7 7 11 7 3
2004 Contract Condition   Yes     Yes   Yes   Yes   Yes
Action   No     Yes   No   Yes   Yes
Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years 41 43 43 43 43 43 43 43 43 43 43
Closed Lower 25 19 24 25 24 23 24 14 18 21 24
Penetrated Low 17 16 21 21 18 17 16 11 14 17 20
Scenario Percentage 68% 84% 88% 84% 75% 74% 67% 79% 78% 81% 83%
Avg Max Decline 15.16% 14.97% 13.84% 16.34% 15.48% 12.47% 10.28% 11.86% 13.86% 15.82% 23.43%
Max Decline 30.90% 34.91% 24.89% 35.14% 36.32% 31.31% 19.78% 32.02% 30.22% 38.56% 79.94%
Avg Days To Max Decline 20 16 18 21 19 14 15 20 15 16 11
Avg Max Increase -2.15% -3.38% -2.71% -4.11% -3.85% -2.53% -4.97% -4.82% -2.88% -4.36% -4.10%
Max Increase -9.30% -9.54% -8.11% -12.28% -10.79% -7.77% -20.63% -14.50% -8.65% -16.35% -11.53%
Avg Days to Max Increase 5 6 6 10 9 9 9 12 3 7 7
2004 Contract Condition Yes   Yes Yes   Yes   Yes   Yes  
Action No   Yes No   Yes   Yes   Yes  
High 7.46 7.49 7.27 7.03 7.24 7.31 6.48 6.48 6.46 6.79 6.00
Low 6.59 6.68 6.75 6.30 6.41 6.38 6.02 5.87 5.82 5.66 5.58
Close/Last 6.84 7.10 7.05 6.44 7.21 6.41 6.44 5.93 6.25 5.67 5.86