MRCI Online
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| ScenarioSM Study for March Sugar #11(ICE) as of Jul 10, 2025 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 20 | 28 | 24 | 20 | 21 | 27 | 22 | 23 | 24 | |
| Exceeded High | 15 | 15 | 17 | 22 | 20 | 18 | 17 | 20 | 16 | 17 | 15 | |
| Scenario Percentage | 94% | 71% | 85% | 79% | 83% | 90% | 81% | 74% | 73% | 74% | 63% | |
| Avg Max Increase | 13.10% | 18.13% | 14.64% | 12.30% | 10.68% | 14.07% | 13.79% | 11.45% | 13.92% | 12.93% | 8.44% | |
| Max Increase | 60.89% | 50.21% | 53.74% | 37.55% | 36.29% | 54.24% | 42.21% | 31.42% | 51.41% | 34.40% | 19.65% | |
| Avg Days To Max Increase | 20 | 24 | 21 | 19 | 17 | 19 | 16 | 13 | 17 | 16 | 18 | |
| Avg Max Decline | -3.93% | -1.98% | -1.88% | -3.73% | -4.43% | -3.75% | -3.13% | -3.37% | -3.25% | -3.77% | -2.78% | |
| Max Decline | -11.88% | -6.69% | -13.62% | -15.38% | -13.02% | -12.93% | -8.44% | -13.12% | -10.16% | -8.18% | -10.07% | |
| Avg Days to Max Decline | 10 | 5 | 6 | 6 | 10 | 11 | 8 | 7 | 12 | 8 | 3 | |
| 2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
