MRCI Online
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| ScenarioSM Study for November Orange Juice(ICE) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 37 | 41 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 11 | 18 | 13 | 21 | 22 | 26 | 17 | 26 | 24 | 25 | 24 | |
| Exceeded High | 7 | 7 | 11 | 14 | 17 | 17 | 14 | 20 | 21 | 18 | 15 | |
| Scenario Percentage | 64% | 39% | 85% | 67% | 77% | 65% | 82% | 77% | 88% | 72% | 63% | |
| Avg Max Increase | 12.37% | 8.52% | 9.53% | 13.07% | 11.33% | 8.94% | 8.83% | 9.85% | 12.14% | 13.29% | 5.94% | |
| Max Increase | 26.07% | 15.60% | 22.94% | 28.65% | 34.71% | 18.79% | 19.25% | 39.93% | 41.81% | 40.93% | 20.21% | |
| Avg Days To Max Increase | 14 | 20 | 18 | 18 | 18 | 16 | 13 | 15 | 16 | 8 | 7 | |
| Avg Max Decline | -0.90% | -2.88% | -0.98% | -2.54% | -1.06% | -3.65% | -2.16% | -2.10% | -3.56% | -1.83% | -0.92% | |
| Max Decline | -8.81% | -7.76% | -4.60% | -11.58% | -4.29% | -21.28% | -7.89% | -7.01% | -18.99% | -10.23% | -3.06% | |
| Avg Days to Max Decline | 4 | 4 | 8 | 13 | 7 | 13 | 7 | 8 | 12 | 3 | 1 | |
| 2012 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | No | Yes | Yes | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
