MRCI Online
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| ScenarioSM Study for March Sugar #11(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 | 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 | 15 | 21 | 18 | 26 | 25 | 20 | 21 | 28 | 25 | 23 | 22 | |
| Exceeded High | 14 | 15 | 16 | 21 | 20 | 18 | 19 | 21 | 19 | 17 | 12 | |
| Scenario Percentage | 93% | 71% | 89% | 81% | 80% | 90% | 90% | 75% | 76% | 74% | 55% | |
| Avg Max Increase | 13.07% | 18.95% | 16.45% | 15.51% | 13.89% | 17.02% | 20.89% | 18.04% | 22.27% | 18.78% | 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 | 20 | 22 | 20 | 20 | 18 | 18 | 18 | 15 | 17 | 15 | 16 | |
| Avg Max Decline | -3.83% | -1.06% | -2.69% | -3.27% | -4.30% | -3.58% | -2.85% | -3.64% | -3.95% | -4.20% | -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 | 2 | 7 | 5 | 9 | 10 | 7 | 9 | 11 | 8 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
