MRCI Online
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| ScenarioSM Study for October Sugar #11(ICE) as of Dec 27, 2023 | ||||||||||||
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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 | 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 | 23 | 24 | 24 | 23 | 20 | 19 | 18 | 21 | 27 | 24 | 19 | |
| Exceeded High | 15 | 18 | 21 | 19 | 16 | 18 | 12 | 18 | 22 | 21 | 15 | |
| Scenario Percentage | 65% | 75% | 88% | 83% | 80% | 95% | 67% | 86% | 81% | 88% | 79% | |
| Avg Max Increase | 9.85% | 13.04% | 13.45% | 13.13% | 12.50% | 12.47% | 20.55% | 17.75% | 13.55% | 10.50% | 12.29% | |
| Max Increase | 27.99% | 43.27% | 73.08% | 38.68% | 40.03% | 67.91% | 55.89% | 65.50% | 37.14% | 38.73% | 37.47% | |
| Avg Days To Max Increase | 14 | 15 | 15 | 17 | 16 | 19 | 21 | 21 | 16 | 12 | 17 | |
| Avg Max Decline | -3.30% | -2.27% | -2.62% | -2.65% | -1.32% | -4.25% | -2.09% | -2.54% | -4.86% | -4.05% | -1.81% | |
| Max Decline | -7.70% | -8.54% | -10.66% | -7.27% | -7.38% | -13.99% | -7.50% | -16.61% | -18.81% | -11.56% | -6.27% | |
| Avg Days to Max Decline | 8 | 9 | 6 | 8 | 8 | 9 | 3 | 7 | 7 | 9 | 5 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
