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ScenarioSM Study for January Orange Juice(ICE) as of May 10, 2021 | ||||||||||||
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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 | 21 | 30 | 19 | 23 | 23 | 22 | 20 | 28 | 12 | |
Exceeded High | 10 | 15 | 18 | 19 | 16 | 17 | 17 | 17 | 16 | 17 | 7 | |
Scenario Percentage | 71% | 68% | 86% | 63% | 84% | 74% | 74% | 77% | 80% | 61% | 58% | |
Avg Max Increase | 9.07% | 10.43% | 10.27% | 7.65% | 7.99% | 8.03% | 13.77% | 16.97% | 11.03% | 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 | 16 | 17 | 16 | 16 | 13 | 15 | 19 | 12 | 16 | 9 | 6 | |
Avg Max Decline | -1.07% | -3.48% | -0.68% | -2.90% | -1.88% | -1.60% | -3.87% | -1.78% | -1.95% | -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 | 6 | 11 | 7 | 7 | 6 | 8 | 14 | 4 | 7 | 10 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Not Yet |
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