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| ScenarioSM Study for October Sugar #11(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 25 | 24 | 24 | 21 | 20 | 19 | 20 | 19 | 25 | 24 | 17 | |
| Exceeded High | 17 | 18 | 21 | 17 | 16 | 18 | 14 | 17 | 21 | 20 | 14 | |
| Scenario Percentage | 68% | 75% | 88% | 81% | 80% | 95% | 70% | 89% | 84% | 83% | 82% | |
| Avg Max Increase | 12.36% | 12.58% | 17.83% | 16.53% | 10.59% | 12.53% | 20.65% | 19.56% | 16.24% | 12.94% | 13.59% | |
| Max Increase | 32.35% | 43.27% | 121.90% | 60.02% | 40.03% | 67.91% | 55.89% | 65.50% | 67.94% | 44.66% | 37.47% | |
| Avg Days To Max Increase | 16 | 14 | 14 | 16 | 14 | 18 | 20 | 22 | 16 | 11 | 17 | |
| Avg Max Decline | -3.18% | -2.47% | -2.67% | -3.56% | -1.02% | -4.33% | -1.98% | -3.05% | -4.60% | -4.10% | -1.27% | |
| Max Decline | -7.70% | -8.54% | -10.66% | -8.60% | -7.38% | -13.99% | -7.50% | -16.61% | -18.81% | -11.56% | -6.27% | |
| Avg Days to Max Decline | 9 | 10 | 5 | 9 | 6 | 9 | 5 | 7 | 6 | 8 | 4 | |
| 2017 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
