MRCI Online
|
| ScenarioSM Study for October Sugar #11(ICE) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 24 | 25 | 23 | 23 | 19 | 18 | 18 | 20 | 27 | 23 | 18 | |
| Exceeded High | 16 | 19 | 20 | 19 | 15 | 17 | 12 | 18 | 22 | 20 | 14 | |
| Scenario Percentage | 67% | 76% | 87% | 83% | 79% | 94% | 67% | 90% | 81% | 87% | 78% | |
| Avg Max Increase | 9.62% | 12.32% | 13.59% | 12.78% | 10.95% | 12.47% | 20.55% | 17.75% | 13.55% | 10.34% | 13.94% | |
| Max Increase | 27.99% | 43.27% | 73.08% | 38.68% | 40.03% | 67.91% | 55.89% | 65.50% | 37.14% | 38.83% | 37.57% | |
| Avg Days To Max Increase | 15 | 15 | 15 | 16 | 16 | 19 | 21 | 21 | 16 | 13 | 18 | |
| Avg Max Decline | -3.34% | -2.45% | -2.59% | -2.98% | -1.39% | -4.46% | -2.09% | -2.54% | -4.86% | -4.56% | -1.69% | |
| Max Decline | -7.70% | -8.54% | -10.66% | -8.60% | -7.38% | -13.99% | -7.50% | -16.61% | -18.81% | -11.56% | -6.27% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 9 | 8 | 9 | 3 | 7 | 7 | 11 | 4 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | |||
| 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.
