MRCI Online
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| ScenarioSM Study for May Orange Juice(ICE) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 27 | 23 | 23 | 22 | 28 | 13 | 22 | 19 | 27 | 15 | |
| Exceeded High | 19 | 22 | 17 | 18 | 18 | 21 | 9 | 10 | 15 | 19 | 8 | |
| Scenario Percentage | 95% | 81% | 74% | 78% | 82% | 75% | 69% | 45% | 79% | 70% | 53% | |
| Avg Max Increase | 6.54% | 7.35% | 12.39% | 14.04% | 9.34% | 12.80% | 13.01% | 13.01% | 11.58% | 8.24% | 7.55% | |
| Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 23.65% | 62.21% | 29.47% | 21.39% | 28.32% | 21.75% | 20.83% | |
| Avg Days To Max Increase | 15 | 16 | 15 | 13 | 16 | 14 | 14 | 20 | 14 | 10 | 7 | |
| Avg Max Decline | -2.05% | -1.38% | -2.65% | -1.28% | -1.25% | -2.18% | -2.43% | -3.17% | -1.77% | -2.80% | -0.02% | |
| 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 | 13 | 10 | 14 | 5 | 8 | 11 | 8 | 10 | 3 | 7 | 1 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
