MRCI Online
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| ScenarioSM Study for November Orange Juice(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 41 | 41 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 17 | 13 | 23 | 21 | 29 | 18 | 26 | 24 | 23 | 23 | |
| Exceeded High | 7 | 7 | 11 | 16 | 17 | 19 | 16 | 20 | 21 | 16 | 13 | |
| Scenario Percentage | 58% | 41% | 85% | 70% | 81% | 66% | 89% | 77% | 88% | 70% | 57% | |
| Avg Max Increase | 12.37% | 8.76% | 9.61% | 11.27% | 10.48% | 9.87% | 9.13% | 8.25% | 11.20% | 12.67% | 5.61% | |
| Max Increase | 26.07% | 15.60% | 22.94% | 28.65% | 34.71% | 27.54% | 19.25% | 21.04% | 41.81% | 40.93% | 15.03% | |
| Avg Days To Max Increase | 14 | 16 | 19 | 20 | 18 | 16 | 14 | 15 | 16 | 5 | 5 | |
| Avg Max Decline | -0.90% | -2.00% | -0.99% | -3.15% | -1.23% | -3.45% | -2.06% | -2.25% | -4.30% | -2.63% | -0.80% | |
| Max Decline | -8.81% | -7.58% | -4.71% | -13.74% | -4.29% | -21.28% | -7.89% | -7.01% | -19.84% | -10.23% | -2.91% | |
| Avg Days to Max Decline | 4 | 5 | 5 | 12 | 8 | 11 | 7 | 8 | 12 | 4 | 1 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
