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ScenarioSM Study for March Sugar #11(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | 22 | 19 | 27 | 24 | 21 | 21 | 27 | 24 | 22 | 22 | |
Exceeded High | 15 | 16 | 17 | 22 | 19 | 19 | 18 | 20 | 18 | 16 | 12 | |
Scenario Percentage | 94% | 73% | 89% | 81% | 79% | 90% | 86% | 74% | 75% | 73% | 55% | |
Avg Max Increase | 13.05% | 19.31% | 16.55% | 15.02% | 14.25% | 17.03% | 21.52% | 15.44% | 19.39% | 18.83% | 13.65% | |
Max Increase | 60.89% | 50.21% | 53.74% | 65.38% | 45.05% | 57.97% | 102.45% | 43.57% | 90.79% | 127.09% | 51.19% | |
Avg Days To Max Increase | 20 | 22 | 21 | 20 | 18 | 18 | 17 | 14 | 18 | 16 | 16 | |
Avg Max Decline | -3.98% | -1.20% | -2.62% | -3.42% | -4.52% | -3.51% | -2.90% | -3.64% | -4.09% | -4.24% | -3.47% | |
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 | 6 | 9 | 9 | 7 | 8 | 12 | 7 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes |
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