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ScenarioSM Study for March Orange Juice(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 37 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 17 | 28 | 16 | 26 | 23 | 25 | 23 | 26 | 15 | 22 | 20 | |
Exceeded High | 13 | 19 | 15 | 19 | 17 | 18 | 19 | 19 | 10 | 10 | 13 | |
Scenario Percentage | 76% | 68% | 94% | 73% | 74% | 72% | 83% | 73% | 67% | 45% | 65% | |
Avg Max Increase | 12.65% | 7.19% | 7.33% | 7.87% | 13.01% | 16.67% | 12.49% | 16.76% | 15.30% | 10.71% | 7.11% | |
Max Increase | 30.21% | 18.72% | 20.22% | 19.13% | 43.56% | 45.04% | 44.58% | 62.09% | 29.02% | 20.09% | 20.40% | |
Avg Days To Max Increase | 16 | 15 | 15 | 16 | 18 | 15 | 17 | 15 | 13 | 13 | 8 | |
Avg Max Decline | -0.23% | -3.18% | -1.58% | -1.94% | -3.36% | -1.47% | -2.13% | -2.95% | -1.30% | -3.35% | -0.59% | |
Max Decline | -2.42% | -19.33% | -8.24% | -9.12% | -17.82% | -7.14% | -10.21% | -11.88% | -9.60% | -9.84% | -3.61% | |
Avg Days to Max Decline | 5 | 8 | 8 | 10 | 17 | 3 | 10 | 14 | 7 | 7 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.