MRCI Online
|
| ScenarioSM Study for July Sugar #11(ICE) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | 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 | 25 | 16 | 24 | 28 | 29 | 24 | 22 | 19 | 18 | 18 | 22 | |
| Exceeded High | 18 | 14 | 22 | 20 | 21 | 22 | 19 | 15 | 15 | 14 | 17 | |
| Scenario Percentage | 72% | 88% | 92% | 71% | 72% | 92% | 86% | 79% | 83% | 78% | 77% | |
| Avg Max Increase | 12.82% | 18.19% | 17.99% | 15.65% | 18.72% | 19.64% | 17.31% | 11.57% | 16.34% | 20.09% | 12.76% | |
| Max Increase | 43.91% | 72.39% | 114.46% | 62.10% | 66.98% | 125.95% | 59.36% | 44.38% | 81.05% | 68.80% | 33.17% | |
| Avg Days To Max Increase | 18 | 20 | 18 | 16 | 16 | 14 | 15 | 15 | 18 | 16 | 18 | |
| Avg Max Decline | -3.61% | -2.97% | -2.76% | -2.16% | -2.66% | -3.41% | -3.98% | -2.40% | -4.73% | -3.03% | -1.52% | |
| Max Decline | -13.66% | -8.88% | -6.65% | -6.47% | -9.56% | -12.58% | -8.70% | -8.60% | -13.41% | -10.07% | -5.65% | |
| Avg Days to Max Decline | 11 | 13 | 10 | 8 | 6 | 7 | 11 | 9 | 9 | 6 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | Yes | ||||||||
| 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.
