MRCI Online
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| ScenarioSM Study for March Sugar #11(ICE) as of Aug 18, 2023 | ||||||||||||
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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 | 15 | 20 | 20 | 28 | 24 | 20 | 21 | 27 | 23 | 23 | 23 | |
| Exceeded High | 14 | 14 | 17 | 22 | 20 | 18 | 18 | 20 | 17 | 17 | 15 | |
| Scenario Percentage | 93% | 70% | 85% | 79% | 83% | 90% | 86% | 74% | 74% | 74% | 65% | |
| Avg Max Increase | 12.49% | 19.30% | 14.64% | 12.65% | 10.95% | 15.65% | 15.64% | 12.43% | 14.92% | 12.93% | 9.93% | |
| Max Increase | 60.89% | 50.21% | 53.74% | 37.55% | 36.29% | 54.24% | 46.28% | 31.42% | 51.41% | 34.40% | 33.80% | |
| Avg Days To Max Increase | 21 | 24 | 21 | 20 | 17 | 19 | 18 | 14 | 18 | 16 | 17 | |
| Avg Max Decline | -4.21% | -1.64% | -1.88% | -3.77% | -4.32% | -3.48% | -3.02% | -3.35% | -3.76% | -3.77% | -2.89% | |
| Max Decline | -11.88% | -5.36% | -13.62% | -15.38% | -13.02% | -12.93% | -8.44% | -13.12% | -11.92% | -8.18% | -10.07% | |
| Avg Days to Max Decline | 10 | 3 | 6 | 7 | 9 | 10 | 8 | 7 | 12 | 8 | 4 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | No | 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.
