MRCI Online
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| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 40 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 19 | 29 | 16 | 26 | 23 | 24 | 20 | 27 | 12 | 24 | 21 | |
| Exceeded High | 15 | 20 | 15 | 19 | 16 | 17 | 16 | 20 | 8 | 12 | 13 | |
| Scenario Percentage | 79% | 69% | 94% | 73% | 70% | 71% | 80% | 74% | 67% | 50% | 62% | |
| Avg Max Increase | 12.04% | 7.02% | 7.24% | 7.87% | 12.76% | 16.30% | 9.17% | 14.93% | 15.59% | 11.14% | 7.14% | |
| Max Increase | 30.21% | 18.72% | 20.22% | 19.13% | 43.56% | 45.04% | 22.16% | 62.09% | 29.02% | 20.09% | 20.40% | |
| Avg Days To Max Increase | 15 | 15 | 13 | 16 | 19 | 15 | 16 | 15 | 13 | 11 | 7 | |
| Avg Max Decline | -0.36% | -2.86% | -1.72% | -1.94% | -3.29% | -1.58% | -1.75% | -3.09% | -1.16% | -2.64% | -1.01% | |
| Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -7.14% | -8.18% | -11.88% | -9.60% | -9.84% | -5.51% | |
| Avg Days to Max Decline | 5 | 8 | 7 | 10 | 16 | 2 | 7 | 14 | 8 | 6 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
