MRCI Online
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| ScenarioSM Study for November Orange Juice(ICE) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 39 | 41 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 11 | 19 | 13 | 23 | 23 | 28 | 17 | 26 | 24 | 23 | 22 | |
| Exceeded High | 7 | 8 | 11 | 16 | 19 | 18 | 14 | 19 | 20 | 16 | 13 | |
| Scenario Percentage | 64% | 42% | 85% | 70% | 83% | 64% | 82% | 73% | 83% | 70% | 59% | |
| Avg Max Increase | 12.37% | 8.36% | 9.61% | 12.75% | 10.84% | 8.66% | 8.83% | 8.26% | 10.97% | 12.61% | 5.52% | |
| Max Increase | 26.07% | 15.60% | 22.94% | 28.65% | 34.71% | 18.79% | 19.25% | 21.04% | 41.81% | 40.93% | 15.03% | |
| Avg Days To Max Increase | 14 | 18 | 19 | 19 | 17 | 15 | 13 | 15 | 16 | 6 | 5 | |
| Avg Max Decline | -0.90% | -2.72% | -0.99% | -2.49% | -1.25% | -3.42% | -2.16% | -2.36% | -3.67% | -2.07% | -0.74% | |
| Max Decline | -8.81% | -7.76% | -4.71% | -11.58% | -4.29% | -21.28% | -7.89% | -7.01% | -18.99% | -10.23% | -2.91% | |
| Avg Days to Max Decline | 4 | 6 | 5 | 11 | 7 | 12 | 7 | 9 | 12 | 3 | 1 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
