MRCI Online
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| ScenarioSM Study for May Sugar #11(ICE) as of Jan 21, 2022 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 30 | 22 | 18 | 23 | 27 | 26 | 21 | 25 | 19 | 18 | |
| Exceeded High | 16 | 22 | 18 | 17 | 20 | 20 | 20 | 16 | 20 | 15 | 7 | |
| Scenario Percentage | 80% | 73% | 82% | 94% | 87% | 74% | 77% | 76% | 80% | 79% | 39% | |
| Avg Max Increase | 13.92% | 10.89% | 10.25% | 14.72% | 12.83% | 11.04% | 13.09% | 13.20% | 14.15% | 11.65% | 10.70% | |
| Max Increase | 45.88% | 31.94% | 32.13% | 49.89% | 41.73% | 32.18% | 51.54% | 34.80% | 46.58% | 52.06% | 19.12% | |
| Avg Days To Max Increase | 19 | 18 | 17 | 18 | 17 | 14 | 18 | 16 | 15 | 15 | 17 | |
| Avg Max Decline | -0.96% | -2.94% | -3.93% | -2.86% | -2.23% | -3.41% | -3.59% | -4.22% | -3.13% | -3.21% | -4.54% | |
| Max Decline | -6.54% | -15.43% | -12.45% | -12.32% | -7.12% | -14.75% | -10.23% | -14.06% | -9.78% | -11.65% | -13.37% | |
| Avg Days to Max Decline | 3 | 8 | 8 | 9 | 9 | 7 | 10 | 11 | 7 | 8 | 5 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | 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.
