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ScenarioSM Study for May Orange Juice(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 26 | 22 | 24 | 22 | 28 | 13 | 21 | 20 | 27 | 15 | |
Exceeded High | 17 | 21 | 16 | 19 | 18 | 21 | 9 | 10 | 16 | 19 | 7 | |
Scenario Percentage | 94% | 81% | 73% | 79% | 82% | 75% | 69% | 48% | 80% | 70% | 47% | |
Avg Max Increase | 6.68% | 7.36% | 12.19% | 13.96% | 9.22% | 13.17% | 13.01% | 13.01% | 11.16% | 7.81% | 6.48% | |
Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 23.65% | 62.21% | 29.47% | 21.39% | 28.32% | 16.91% | 16.03% | |
Avg Days To Max Increase | 16 | 17 | 16 | 12 | 15 | 14 | 14 | 20 | 15 | 9 | 6 | |
Avg Max Decline | -2.18% | -1.52% | -2.91% | -1.27% | -1.17% | -2.22% | -2.43% | -3.17% | -1.77% | -2.56% | -0.26% | |
Max Decline | -10.34% | -7.37% | -17.46% | -8.24% | -7.22% | -6.81% | -10.80% | -10.03% | -8.38% | -12.78% | -1.91% | |
Avg Days to Max Decline | 12 | 10 | 14 | 4 | 8 | 11 | 8 | 10 | 3 | 7 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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