MRCI Online
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| ScenarioSM Study for July Orange Juice(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 34 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 19 | 23 | 21 | 24 | 14 | 15 | 17 | 23 | 16 | 25 | 16 |
| Exceeded High | 17 | 18 | 18 | 16 | 10 | 7 | 15 | 17 | 12 | 14 | 9 |
| Scenario Percentage | 89% | 78% | 86% | 67% | 71% | 47% | 88% | 74% | 75% | 56% | 56% |
| Avg Max Increase | 11.52% | 14.66% | 11.64% | 16.03% | 14.36% | 13.28% | 9.92% | 11.34% | 12.39% | 6.61% | 4.57% |
| Max Increase | 41.65% | 43.02% | 44.17% | 62.51% | 28.36% | 18.19% | 31.32% | 30.56% | 34.97% | 15.09% | 9.31% |
| Avg Days To Max Increase | 19 | 16 | 17 | 16 | 11 | 21 | 16 | 17 | 18 | 12 | 7 |
| Avg Max Decline | -3.31% | -0.93% | -1.18% | -2.08% | -3.23% | -2.47% | -1.73% | -3.13% | -2.19% | -3.09% | -0.81% |
| Max Decline | -17.24% | -8.20% | -6.67% | -10.84% | -11.07% | -8.26% | -9.63% | -12.66% | -11.46% | -9.76% | -1.69% |
| Avg Days to Max Decline | 13 | 4 | 11 | 11 | 5 | 6 | 9 | 13 | 7 | 9 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
