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ScenarioSM Study for January Orange Juice(ICE) as of Jul 11, 2025 | ||||||||||||
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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 | 12 | 25 | 22 | 32 | 21 | 22 | 25 | 21 | 21 | 29 | 13 | |
Exceeded High | 9 | 18 | 19 | 21 | 18 | 17 | 18 | 17 | 18 | 18 | 7 | |
Scenario Percentage | 75% | 72% | 86% | 66% | 86% | 77% | 72% | 81% | 86% | 62% | 54% | |
Avg Max Increase | 10.88% | 12.13% | 10.13% | 8.34% | 8.82% | 8.54% | 14.51% | 17.37% | 11.19% | 12.42% | 10.67% | |
Max Increase | 22.08% | 27.54% | 31.86% | 25.04% | 20.31% | 20.36% | 45.52% | 46.44% | 21.32% | 53.49% | 19.53% | |
Avg Days To Max Increase | 18 | 18 | 17 | 16 | 15 | 15 | 21 | 13 | 15 | 10 | 8 | |
Avg Max Decline | -1.48% | -2.84% | -0.99% | -2.93% | -2.37% | -1.51% | -3.85% | -1.74% | -2.69% | -2.69% | -0.30% | |
Max Decline | -7.67% | -13.16% | -7.27% | -20.34% | -10.94% | -5.70% | -18.57% | -8.22% | -10.29% | -8.71% | -3.48% | |
Avg Days to Max Decline | 5 | 12 | 7 | 7 | 7 | 4 | 13 | 5 | 7 | 11 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.