MRCI Online
|
| ScenarioSM Study for May Sugar #11(ICE) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 28 | 24 | 19 | 23 | 28 | 26 | 23 | 23 | 21 | 20 | |
| Exceeded High | 15 | 21 | 19 | 17 | 21 | 21 | 20 | 18 | 18 | 18 | 7 | |
| Scenario Percentage | 79% | 75% | 79% | 89% | 91% | 75% | 77% | 78% | 78% | 86% | 35% | |
| Avg Max Increase | 16.16% | 13.81% | 13.41% | 17.38% | 18.24% | 16.44% | 16.73% | 17.92% | 17.65% | 12.15% | 10.70% | |
| 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 | 21 | 19 | 19 | 17 | 18 | 15 | 18 | 15 | 15 | 15 | 17 | |
| Avg Max Decline | -1.43% | -2.74% | -3.87% | -3.15% | -2.08% | -3.41% | -3.47% | -4.60% | -3.73% | -3.04% | -4.54% | |
| Max Decline | -6.54% | -15.43% | -12.45% | -12.32% | -7.12% | -14.75% | -10.23% | -14.06% | -9.78% | -14.22% | -13.37% | |
| Avg Days to Max Decline | 4 | 7 | 9 | 10 | 9 | 9 | 10 | 10 | 8 | 8 | 5 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | No | No | Yes | Not Yet | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
