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ScenarioSM Study for January Orange Juice(ICE) as of Jan 01, 2019 | ||||||||||||
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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 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 22 | 22 | 29 | 19 | 25 | 25 | 25 | 22 | 28 | 12 | |
Exceeded High | 11 | 16 | 19 | 19 | 16 | 19 | 19 | 19 | 17 | 17 | 7 | |
Scenario Percentage | 73% | 73% | 86% | 66% | 84% | 76% | 76% | 76% | 77% | 61% | 58% | |
Avg Max Increase | 8.68% | 10.41% | 9.63% | 8.86% | 8.58% | 7.91% | 12.89% | 16.24% | 10.65% | 12.23% | 10.75% | |
Max Increase | 22.08% | 27.54% | 31.86% | 25.04% | 20.31% | 20.24% | 45.52% | 46.44% | 21.32% | 52.33% | 18.62% | |
Avg Days To Max Increase | 17 | 17 | 16 | 17 | 14 | 16 | 18 | 12 | 16 | 9 | 6 | |
Avg Max Decline | -1.11% | -3.44% | -0.70% | -3.00% | -1.77% | -1.63% | -3.62% | -1.77% | -1.89% | -2.34% | 0.39% | |
Max Decline | -5.13% | -13.16% | -2.13% | -20.34% | -7.48% | -9.37% | -18.57% | -8.22% | -8.91% | -7.16% | -1.94% | |
Avg Days to Max Decline | 5 | 11 | 7 | 7 | 6 | 9 | 13 | 3 | 6 | 10 | 2 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | No | Yes | Yes | Yes | Not Yet |
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