|
ScenarioSM Study for July Sugar #11(ICE) as of Jul 14, 2025 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 15 | 25 | 23 | 25 | 24 | 24 | 17 | 19 | 16 | 23 | |
Exceeded High | 18 | 13 | 21 | 16 | 17 | 21 | 21 | 15 | 14 | 13 | 18 | |
Scenario Percentage | 75% | 87% | 84% | 70% | 68% | 88% | 88% | 88% | 74% | 81% | 78% | |
Avg Max Increase | 9.56% | 12.98% | 9.65% | 9.26% | 11.83% | 10.95% | 12.43% | 12.80% | 16.92% | 17.52% | 15.19% | |
Max Increase | 25.74% | 44.68% | 37.06% | 29.29% | 46.30% | 33.87% | 49.43% | 44.38% | 81.05% | 68.80% | 42.03% | |
Avg Days To Max Increase | 15 | 20 | 14 | 14 | 16 | 14 | 15 | 16 | 19 | 17 | 19 | |
Avg Max Decline | -3.46% | -2.28% | -2.39% | -2.32% | -2.19% | -2.73% | -3.01% | -2.64% | -5.02% | -3.69% | -1.43% | |
Max Decline | -13.66% | -4.61% | -6.65% | -6.47% | -9.56% | -12.58% | -6.77% | -8.48% | -13.41% | -10.07% | -5.65% | |
Avg Days to Max Decline | 9 | 10 | 10 | 6 | 6 | 7 | 10 | 10 | 10 | 5 | 2 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | No |
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.