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ScenarioSM Study for May Orange Juice(ICE) as of Jan 01, 2015 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 27 | 22 | 24 | 22 | 28 | 13 | 24 | 20 | 26 | 16 | |
Exceeded High | 15 | 20 | 17 | 19 | 18 | 21 | 10 | 11 | 16 | 19 | 9 | |
Scenario Percentage | 94% | 74% | 77% | 79% | 82% | 75% | 77% | 46% | 80% | 73% | 56% | |
Avg Max Increase | 6.52% | 7.43% | 11.60% | 14.37% | 8.96% | 15.70% | 14.37% | 13.44% | 11.16% | 8.19% | 6.05% | |
Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 23.65% | 62.21% | 29.47% | 21.39% | 28.32% | 17.20% | 16.32% | |
Avg Days To Max Increase | 15 | 17 | 15 | 14 | 17 | 16 | 15 | 21 | 15 | 10 | 6 | |
Avg Max Decline | -2.06% | -1.67% | -2.99% | -0.85% | -1.23% | -2.75% | -2.10% | -3.54% | -1.77% | -2.81% | -0.46% | |
Max Decline | -10.34% | -7.37% | -17.46% | -6.46% | -7.22% | -11.34% | -10.80% | -10.03% | -8.38% | -12.78% | -1.91% | |
Avg Days to Max Decline | 11 | 10 | 15 | 3 | 10 | 14 | 8 | 10 | 3 | 7 | 1 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.