MRCI Online
|
| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 38 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 27 | 17 | 26 | 24 | 25 | 22 | 26 | 14 | 23 | 20 | |
| Exceeded High | 13 | 18 | 16 | 19 | 18 | 18 | 18 | 19 | 10 | 11 | 12 | |
| Scenario Percentage | 76% | 67% | 94% | 73% | 75% | 72% | 82% | 73% | 71% | 48% | 60% | |
| Avg Max Increase | 12.65% | 7.45% | 7.10% | 7.87% | 12.75% | 16.67% | 11.47% | 16.96% | 15.30% | 11.17% | 7.16% | |
| Max Increase | 30.21% | 18.72% | 20.22% | 19.13% | 43.56% | 45.04% | 44.58% | 62.09% | 29.02% | 20.09% | 20.40% | |
| Avg Days To Max Increase | 16 | 15 | 14 | 16 | 18 | 15 | 17 | 16 | 13 | 12 | 7 | |
| Avg Max Decline | -0.23% | -3.21% | -1.73% | -1.94% | -3.14% | -1.47% | -2.22% | -3.06% | -1.30% | -2.65% | -1.01% | |
| Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -7.14% | -10.21% | -11.88% | -9.60% | -9.84% | -5.51% | |
| Avg Days to Max Decline | 5 | 9 | 7 | 10 | 16 | 3 | 11 | 14 | 7 | 6 | 2 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
