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ScenarioSM Study for November Orange Juice(ICE) as of May 10, 2021 | ||||||||||||
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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 | 42 | 42 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 12 | 16 | 12 | 24 | 20 | 29 | 18 | 23 | 23 | 21 | 22 | |
Exceeded High | 7 | 6 | 10 | 17 | 15 | 19 | 16 | 17 | 20 | 15 | 12 | |
Scenario Percentage | 58% | 38% | 83% | 71% | 75% | 66% | 89% | 74% | 87% | 71% | 55% | |
Avg Max Increase | 12.37% | 9.64% | 10.00% | 10.91% | 11.52% | 8.76% | 8.57% | 8.56% | 12.46% | 13.13% | 5.76% | |
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 | 18 | 18 | 20 | 19 | 14 | 13 | 14 | 17 | 6 | 5 | |
Avg Max Decline | -0.90% | -2.23% | -0.90% | -3.53% | -1.05% | -3.27% | -2.25% | -2.12% | -4.44% | -2.59% | -0.83% | |
Max Decline | -8.81% | -7.58% | -4.71% | -13.74% | -3.43% | -21.28% | -7.89% | -7.01% | -19.84% | -10.23% | -2.91% | |
Avg Days to Max Decline | 4 | 6 | 5 | 12 | 7 | 9 | 7 | 7 | 12 | 4 | 1 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Not Yet |
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