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ScenarioSM Study for January Orange Juice(ICE) as of Jun 08, 2020 | ||||||||||||
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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 | 14 | 22 | 22 | 30 | 19 | 24 | 24 | 23 | 21 | 27 | 12 | |
Exceeded High | 10 | 15 | 19 | 19 | 16 | 18 | 18 | 17 | 16 | 17 | 8 | |
Scenario Percentage | 71% | 68% | 86% | 63% | 84% | 75% | 75% | 74% | 76% | 63% | 67% | |
Avg Max Increase | 9.07% | 10.69% | 10.05% | 7.99% | 8.58% | 7.98% | 13.24% | 16.97% | 11.03% | 12.56% | 10.15% | |
Max Increase | 22.08% | 27.54% | 31.86% | 25.04% | 20.31% | 20.24% | 45.52% | 46.44% | 21.32% | 53.49% | 19.53% | |
Avg Days To Max Increase | 16 | 17 | 16 | 16 | 14 | 15 | 19 | 12 | 16 | 10 | 7 | |
Avg Max Decline | -1.07% | -3.01% | -0.64% | -2.81% | -1.77% | -1.57% | -3.72% | -1.78% | -1.95% | -2.68% | -0.10% | |
Max Decline | -5.13% | -13.16% | -2.13% | -20.34% | -7.48% | -9.37% | -18.57% | -8.22% | -8.91% | -8.71% | -3.48% | |
Avg Days to Max Decline | 6 | 10 | 6 | 6 | 6 | 8 | 13 | 4 | 7 | 11 | 2 | |
2020 Contract Condition | Yes | Yes | ||||||||||
Action | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.