MRCI Online
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| ScenarioSM Study for January Orange Juice(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Tested Years | 39 | 43 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | |
| Closed Higher | 14 | 20 | 22 | 26 | 17 | 25 | 25 | 26 | 22 | 27 | 14 | |
| Exceeded High | 10 | 14 | 20 | 16 | 15 | 18 | 18 | 20 | 17 | 18 | 8 | |
| Scenario Percentage | 71% | 70% | 91% | 62% | 88% | 72% | 72% | 77% | 77% | 67% | 57% | |
| Avg Max Increase | 8.30% | 11.80% | 10.17% | 8.44% | 8.25% | 7.98% | 13.54% | 16.32% | 11.74% | 13.08% | 11.43% | |
| Max Increase | 22.08% | 27.54% | 31.86% | 18.75% | 20.31% | 20.24% | 45.52% | 46.44% | 38.48% | 52.33% | 18.62% | |
| Avg Days To Max Increase | 17 | 17 | 15 | 17 | 15 | 17 | 18 | 13 | 19 | 10 | 7 | |
| Avg Max Decline | -0.75% | -2.91% | -0.49% | -3.31% | -1.81% | -1.90% | -3.13% | -1.39% | -2.94% | -2.08% | 0.38% | |
| Max Decline | -5.13% | -10.21% | -2.13% | -20.34% | -7.48% | -9.37% | -18.24% | -7.87% | -16.99% | -7.16% | -1.94% | |
| Avg Days to Max Decline | 6 | 11 | 6 | 8 | 6 | 9 | 14 | 3 | 11 | 9 | 3 | |
| 2013 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.
