MRCI Online
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| ScenarioSM Study for November Orange Juice(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 43 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 16 | 12 | 24 | 20 | 30 | 19 | 23 | 24 | 20 | 22 | |
| Exceeded High | 7 | 6 | 10 | 17 | 15 | 20 | 17 | 18 | 20 | 15 | 12 | |
| Scenario Percentage | 58% | 38% | 83% | 71% | 75% | 67% | 89% | 78% | 83% | 75% | 55% | |
| Avg Max Increase | 12.37% | 9.64% | 10.00% | 10.91% | 11.52% | 9.11% | 9.20% | 8.67% | 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 | 15 | 14 | 15 | 17 | 6 | 5 | |
| Avg Max Decline | -0.90% | -2.23% | -0.90% | -3.53% | -1.05% | -3.24% | -2.20% | -2.23% | -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 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
