MRCI Online
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| ScenarioSM Study for May Sugar #11(ICE) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 20 | 18 | 25 | 29 | 26 | 22 | 22 | 21 | 21 | |
| Exceeded High | 16 | 17 | 15 | 17 | 23 | 22 | 20 | 18 | 16 | 18 | 9 | |
| Scenario Percentage | 76% | 77% | 75% | 94% | 92% | 76% | 77% | 82% | 73% | 86% | 43% | |
| Avg Max Increase | 15.40% | 12.61% | 12.29% | 20.11% | 19.31% | 16.34% | 16.88% | 18.52% | 20.08% | 13.80% | 9.54% | |
| Max Increase | 45.88% | 66.98% | 44.08% | 95.08% | 109.58% | 65.17% | 69.47% | 116.27% | 48.06% | 52.06% | 19.12% | |
| Avg Days To Max Increase | 19 | 17 | 19 | 18 | 18 | 16 | 17 | 17 | 15 | 13 | 15 | |
| Avg Max Decline | -1.14% | -2.59% | -3.49% | -3.30% | -2.20% | -2.64% | -3.35% | -4.21% | -4.04% | -3.04% | -3.76% | |
| Max Decline | -6.54% | -15.43% | -12.45% | -12.32% | -7.12% | -9.82% | -9.60% | -14.06% | -9.78% | -17.28% | -13.37% | |
| Avg Days to Max Decline | 3 | 6 | 10 | 11 | 9 | 8 | 10 | 10 | 9 | 6 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
