MRCI Online
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| ScenarioSM Study for October Sugar #11(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 |
| Closed Higher | 26 | 23 | 21 | 19 | 20 | 20 | 20 | 18 | 19 | 19 | 16 |
| Exceeded High | 18 | 17 | 18 | 15 | 17 | 18 | 15 | 16 | 16 | 15 | 12 |
| Scenario Percentage | 69% | 74% | 86% | 79% | 85% | 90% | 75% | 89% | 84% | 79% | 75% |
| Avg Max Increase | 14.83% | 15.43% | 19.84% | 19.26% | 14.08% | 12.66% | 18.72% | 17.69% | 14.55% | 11.55% | 10.42% |
| Max Increase | 56.25% | 58.71% | 121.90% | 60.02% | 43.87% | 67.91% | 55.89% | 65.50% | 67.94% | 44.66% | 21.57% |
| Avg Days To Max Increase | 18 | 18 | 16 | 16 | 14 | 18 | 19 | 19 | 16 | 10 | 14 |
| Avg Max Decline | -3.06% | -2.40% | -2.85% | -3.15% | -1.24% | -4.05% | -2.65% | -2.61% | -4.80% | -3.48% | -1.35% |
| Max Decline | -7.70% | -7.34% | -10.66% | -8.60% | -14.62% | -13.99% | -7.50% | -16.61% | -18.81% | -11.56% | -6.27% |
| Avg Days to Max Decline | 9 | 10 | 6 | 8 | 6 | 8 | 6 | 7 | 7 | 8 | 4 |
| 2007 Contract Condition | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
