MRCI Online
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| ScenarioSM Study for March Sugar #11(ICE) as of Jan 01, 2014 | ||||||||||||
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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 | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 23 | 20 | 25 | 25 | 21 | 20 | 29 | 26 | 23 | 23 | |
| Exceeded High | 15 | 17 | 18 | 22 | 20 | 19 | 18 | 22 | 20 | 18 | 12 | |
| Scenario Percentage | 94% | 74% | 90% | 88% | 80% | 90% | 90% | 76% | 77% | 78% | 52% | |
| Avg Max Increase | 13.06% | 17.62% | 15.09% | 14.92% | 13.89% | 16.30% | 20.82% | 17.92% | 22.21% | 18.93% | 13.99% | |
| Max Increase | 60.89% | 50.21% | 53.74% | 65.38% | 45.05% | 57.97% | 102.45% | 70.10% | 90.79% | 127.09% | 51.19% | |
| Avg Days To Max Increase | 21 | 21 | 20 | 20 | 18 | 18 | 18 | 15 | 17 | 15 | 16 | |
| Avg Max Decline | -3.79% | -1.36% | -2.66% | -3.45% | -4.30% | -3.68% | -3.35% | -3.54% | -4.03% | -3.93% | -3.55% | |
| Max Decline | -11.88% | -5.36% | -13.62% | -15.38% | -13.02% | -12.93% | -8.44% | -13.12% | -12.69% | -8.18% | -10.07% | |
| Avg Days to Max Decline | 9 | 3 | 7 | 6 | 9 | 11 | 7 | 8 | 11 | 7 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
