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ScenarioSM Study for July Sugar #11(ICE) as of May 09, 2024 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 24 | 15 | 25 | 24 | 26 | 25 | 23 | 18 | 18 | 17 | 24 | |
Exceeded High | 18 | 13 | 22 | 16 | 18 | 22 | 20 | 14 | 14 | 14 | 18 | |
Scenario Percentage | 75% | 87% | 88% | 67% | 69% | 88% | 87% | 78% | 78% | 82% | 75% | |
Avg Max Increase | 9.75% | 15.17% | 10.95% | 10.41% | 13.15% | 13.81% | 13.81% | 13.08% | 16.92% | 18.80% | 12.53% | |
Max Increase | 25.74% | 44.68% | 37.06% | 29.29% | 46.30% | 73.94% | 49.43% | 44.38% | 81.05% | 68.80% | 33.17% | |
Avg Days To Max Increase | 16 | 21 | 16 | 15 | 17 | 14 | 15 | 15 | 19 | 15 | 17 | |
Avg Max Decline | -3.42% | -1.88% | -2.33% | -2.26% | -2.42% | -2.89% | -3.01% | -2.60% | -5.02% | -3.23% | -1.43% | |
Max Decline | -13.66% | -4.61% | -6.65% | -6.47% | -9.56% | -12.58% | -6.77% | -8.48% | -13.41% | -10.07% | -5.65% | |
Avg Days to Max Decline | 9 | 11 | 10 | 6 | 7 | 7 | 10 | 10 | 10 | 5 | 2 | |
2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.