MRCI Online
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| ScenarioSM Study for March Orange Juice(ICE) as of Jul 07, 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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 32 | 22 | 24 | 24 | 20 | 21 | 29 | 15 | 22 | 18 | |
| Exceeded High | 16 | 21 | 20 | 18 | 16 | 15 | 18 | 18 | 9 | 11 | 12 | |
| Scenario Percentage | 80% | 66% | 91% | 75% | 67% | 75% | 86% | 62% | 60% | 50% | 67% | |
| Avg Max Increase | 11.31% | 7.54% | 7.86% | 8.27% | 14.71% | 16.62% | 10.52% | 15.64% | 19.35% | 12.24% | 7.03% | |
| Max Increase | 30.21% | 21.35% | 27.05% | 20.85% | 43.56% | 45.04% | 22.16% | 62.09% | 38.34% | 28.88% | 20.40% | |
| Avg Days To Max Increase | 17 | 15 | 15 | 16 | 21 | 15 | 17 | 15 | 18 | 10 | 7 | |
| Avg Max Decline | -0.71% | -2.57% | -2.22% | -1.50% | -2.85% | -2.12% | -2.29% | -2.84% | -1.49% | -2.43% | -1.05% | |
| Max Decline | -5.18% | -19.33% | -10.28% | -9.12% | -17.82% | -8.60% | -8.90% | -7.92% | -9.60% | -9.84% | -5.51% | |
| Avg Days to Max Decline | 6 | 8 | 9 | 5 | 17 | 4 | 6 | 13 | 8 | 6 | 2 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | Yes | Yes | Yes | Yes | No | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
