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ScenarioSM Study for July Sugar #11(ICE) as of Jan 01, 2018 | ||||||||||||
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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 | 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 | 24 | 16 | 24 | 26 | 27 | 24 | 21 | 18 | 18 | 19 | 22 | |
Exceeded High | 17 | 14 | 21 | 18 | 19 | 21 | 18 | 14 | 14 | 16 | 17 | |
Scenario Percentage | 71% | 88% | 88% | 69% | 70% | 88% | 86% | 78% | 78% | 84% | 77% | |
Avg Max Increase | 13.10% | 18.99% | 17.04% | 13.22% | 15.97% | 19.04% | 16.84% | 10.83% | 17.09% | 20.19% | 15.95% | |
Max Increase | 43.91% | 72.39% | 114.46% | 37.41% | 64.53% | 125.95% | 59.36% | 44.38% | 81.05% | 68.80% | 42.03% | |
Avg Days To Max Increase | 18 | 20 | 16 | 15 | 16 | 14 | 14 | 14 | 18 | 18 | 20 | |
Avg Max Decline | -3.73% | -2.67% | -2.39% | -2.23% | -2.58% | -3.29% | -3.77% | -2.61% | -5.14% | -3.31% | -1.46% | |
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 | 9 | 10 | 9 | 8 | 6 | 7 | 11 | 9 | 10 | 6 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
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