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ScenarioSM Study for October Sugar #11(ICE) as of Jul 15, 2025 | ||||||||||||
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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 | 24 | 19 | 19 | 18 | 21 | 27 | 24 | 19 | |
Exceeded High | 16 | 18 | 21 | 20 | 16 | 18 | 12 | 18 | 22 | 21 | 15 | |
Scenario Percentage | 70% | 75% | 88% | 83% | 84% | 95% | 67% | 86% | 81% | 88% | 79% | |
Avg Max Increase | 9.45% | 13.04% | 13.45% | 12.57% | 12.50% | 12.47% | 20.55% | 17.75% | 13.23% | 10.54% | 13.17% | |
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 | 14 | 15 | 15 | 16 | 16 | 19 | 21 | 21 | 14 | 13 | 18 | |
Avg Max Decline | -3.09% | -2.27% | -2.62% | -2.61% | -1.32% | -4.25% | -2.09% | -2.54% | -4.70% | -4.55% | -1.90% | |
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 | 7 | 9 | 6 | 8 | 8 | 9 | 3 | 7 | 6 | 11 | 4 | |
2025 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.