MRCI Online
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| ScenarioSM Study for May Sugar #11(ICE) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 23 | 19 | 24 | 29 | 27 | 23 | 24 | 21 | 20 | |
| Exceeded High | 17 | 20 | 18 | 18 | 22 | 23 | 21 | 19 | 19 | 18 | 9 | |
| Scenario Percentage | 81% | 80% | 78% | 95% | 92% | 79% | 78% | 83% | 79% | 86% | 45% | |
| Avg Max Increase | 15.31% | 13.42% | 13.85% | 16.55% | 19.76% | 16.32% | 17.06% | 18.06% | 17.63% | 12.76% | 9.54% | |
| Max Increase | 45.88% | 66.98% | 44.08% | 65.74% | 109.58% | 65.17% | 69.47% | 116.27% | 48.06% | 52.06% | 19.12% | |
| Avg Days To Max Increase | 19 | 18 | 19 | 17 | 18 | 16 | 18 | 15 | 14 | 13 | 15 | |
| Avg Max Decline | -1.30% | -3.01% | -3.51% | -3.29% | -2.51% | -3.16% | -3.53% | -4.34% | -3.67% | -3.69% | -3.76% | |
| Max Decline | -6.54% | -15.43% | -12.45% | -12.32% | -7.12% | -14.75% | -10.23% | -14.06% | -9.78% | -17.28% | -13.37% | |
| Avg Days to Max Decline | 4 | 7 | 9 | 11 | 10 | 8 | 10 | 9 | 8 | 8 | 4 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | 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.
