MRCI Online
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| ScenarioSM Study for July Sugar #11(ICE) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 21 | 15 | 23 | 28 | 28 | 22 | 20 | 18 | 20 | 20 | 22 |
| Exceeded High | 17 | 14 | 22 | 20 | 21 | 19 | 16 | 14 | 16 | 15 | 16 |
| Scenario Percentage | 81% | 93% | 96% | 71% | 75% | 86% | 80% | 78% | 80% | 75% | 73% |
| Avg Max Increase | 11.13% | 22.57% | 18.79% | 16.59% | 19.49% | 21.68% | 21.79% | 18.12% | 22.12% | 23.70% | 14.92% |
| Max Increase | 43.91% | 89.79% | 114.46% | 62.10% | 66.98% | 125.95% | 59.36% | 48.22% | 108.85% | 68.80% | 42.03% |
| Avg Days To Max Increase | 20 | 22 | 19 | 17 | 16 | 16 | 16 | 16 | 18 | 15 | 16 |
| Avg Max Decline | -3.76% | -3.47% | -2.40% | -2.19% | -2.33% | -3.34% | -3.56% | -2.70% | -4.26% | -3.33% | -0.98% |
| Max Decline | -13.66% | -9.44% | -6.65% | -6.47% | -8.01% | -12.58% | -8.70% | -16.24% | -13.41% | -10.07% | -3.89% |
| Avg Days to Max Decline | 11 | 14 | 9 | 8 | 6 | 7 | 11 | 8 | 9 | 6 | 3 |
| 2007 Contract Condition | Yes | Yes | |||||||||
| Action | No | No | |||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
