MRCI Online
|
| ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 30 | 18 | 26 | 23 | 24 | 21 | 27 | 13 | 22 | 20 | |
| Exceeded High | 14 | 21 | 17 | 20 | 16 | 17 | 17 | 18 | 8 | 11 | 13 | |
| Scenario Percentage | 78% | 70% | 94% | 77% | 70% | 71% | 81% | 67% | 62% | 50% | 65% | |
| Avg Max Increase | 11.23% | 7.82% | 7.38% | 7.77% | 12.69% | 15.91% | 9.82% | 15.44% | 15.59% | 11.55% | 7.35% | |
| Max Increase | 30.21% | 21.35% | 20.22% | 19.13% | 43.56% | 45.04% | 22.16% | 62.09% | 29.02% | 20.09% | 20.40% | |
| Avg Days To Max Increase | 16 | 16 | 14 | 16 | 19 | 13 | 16 | 15 | 13 | 12 | 8 | |
| Avg Max Decline | -0.48% | -2.89% | -1.87% | -1.68% | -3.13% | -2.08% | -1.62% | -2.75% | -1.16% | -2.80% | -1.07% | |
| Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -8.60% | -8.18% | -7.92% | -9.60% | -9.84% | -5.51% | |
| Avg Days to Max Decline | 5 | 8 | 8 | 10 | 15 | 3 | 7 | 13 | 8 | 6 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | No | ||||||
| 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.
