MRCI Online
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| ScenarioSM Study for November Orange Juice(ICE) as of Dec 06, 2024 | ||||||||||||
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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 | 43 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 12 | 17 | 11 | 26 | 21 | 31 | 19 | 22 | 25 | 21 | 24 | |
| Exceeded High | 7 | 7 | 9 | 19 | 16 | 21 | 17 | 17 | 21 | 17 | 14 | |
| Scenario Percentage | 58% | 41% | 82% | 73% | 76% | 68% | 89% | 77% | 84% | 81% | 58% | |
| Avg Max Increase | 12.44% | 11.25% | 11.48% | 11.88% | 11.26% | 9.09% | 9.21% | 9.68% | 14.11% | 15.48% | 6.38% | |
| Max Increase | 26.07% | 22.32% | 22.94% | 28.90% | 34.71% | 27.54% | 19.25% | 23.18% | 41.81% | 40.93% | 20.21% | |
| Avg Days To Max Increase | 17 | 22 | 20 | 20 | 20 | 15 | 14 | 14 | 19 | 8 | 5 | |
| Avg Max Decline | -1.09% | -1.50% | -1.52% | -3.09% | -1.51% | -3.39% | -2.81% | -2.11% | -4.38% | -2.42% | -0.69% | |
| Max Decline | -8.81% | -7.58% | -6.58% | -13.74% | -9.71% | -21.28% | -12.36% | -6.79% | -19.84% | -10.23% | -2.91% | |
| Avg Days to Max Decline | 4 | 7 | 4 | 13 | 7 | 10 | 8 | 4 | 11 | 5 | 1 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | 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.
