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ScenarioSM Study for January Orange Juice(ICE) as of Dec 30, 2016 | ||||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 42 | 43 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 22 | 22 | 29 | 17 | 25 | 24 | 25 | 21 | 28 | 12 | |
Exceeded High | 11 | 16 | 20 | 19 | 15 | 19 | 18 | 19 | 16 | 18 | 7 | |
Scenario Percentage | 73% | 73% | 91% | 66% | 88% | 76% | 75% | 76% | 76% | 64% | 58% | |
Avg Max Increase | 8.68% | 11.64% | 10.37% | 7.85% | 8.58% | 7.91% | 12.38% | 16.01% | 10.50% | 12.10% | 10.75% | |
Max Increase | 22.08% | 27.54% | 31.86% | 18.75% | 20.31% | 20.24% | 45.52% | 46.44% | 21.32% | 52.33% | 18.62% | |
Avg Days To Max Increase | 17 | 17 | 15 | 16 | 13 | 16 | 19 | 13 | 17 | 10 | 6 | |
Avg Max Decline | -1.11% | -2.83% | -0.61% | -2.98% | -1.83% | -1.63% | -4.01% | -1.39% | -1.90% | -2.26% | 0.39% | |
Max Decline | -5.13% | -10.21% | -2.13% | -20.34% | -7.48% | -9.37% | -18.57% | -7.87% | -8.91% | -7.16% | -1.94% | |
Avg Days to Max Decline | 5 | 10 | 6 | 7 | 6 | 9 | 14 | 3 | 7 | 9 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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