MRCI Online
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| ScenarioSM Study for May Sugar #11(ICE) as of Sep 29, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 29 | 23 | 19 | 23 | 26 | 25 | 22 | 25 | 19 | 19 | |
| Exceeded High | 16 | 22 | 19 | 17 | 20 | 19 | 19 | 17 | 20 | 15 | 8 | |
| Scenario Percentage | 76% | 76% | 83% | 89% | 87% | 73% | 76% | 77% | 80% | 79% | 42% | |
| Avg Max Increase | 13.70% | 11.14% | 10.49% | 14.72% | 12.83% | 11.09% | 13.70% | 12.99% | 14.41% | 11.65% | 10.61% | |
| Max Increase | 45.88% | 31.94% | 32.13% | 49.89% | 41.73% | 32.18% | 51.54% | 34.80% | 46.58% | 52.06% | 23.19% | |
| Avg Days To Max Increase | 20 | 19 | 18 | 18 | 17 | 14 | 19 | 15 | 15 | 15 | 18 | |
| Avg Max Decline | -0.78% | -3.13% | -3.72% | -3.10% | -2.23% | -3.32% | -3.40% | -4.23% | -2.89% | -3.21% | -4.11% | |
| Max Decline | -3.88% | -15.43% | -12.45% | -12.32% | -7.12% | -14.75% | -10.23% | -14.06% | -7.97% | -11.65% | -13.37% | |
| Avg Days to Max Decline | 4 | 9 | 8 | 10 | 9 | 7 | 11 | 10 | 6 | 8 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | 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.
