MRCI Online
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| ScenarioSM Study for May Orange Juice(ICE) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| Tested Years | 36 | 41 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 |
| Closed Higher | 13 | 23 | 22 | 24 | 22 | 25 | 13 | 19 | 17 | 24 | 15 |
| Exceeded High | 12 | 17 | 17 | 20 | 18 | 18 | 9 | 8 | 14 | 17 | 8 |
| Scenario Percentage | 92% | 74% | 77% | 83% | 82% | 72% | 69% | 42% | 82% | 71% | 53% |
| Avg Max Increase | 7.51% | 7.02% | 12.46% | 14.71% | 11.73% | 15.38% | 13.13% | 14.14% | 10.57% | 7.48% | 6.36% |
| Max Increase | 18.06% | 18.40% | 42.70% | 43.51% | 44.49% | 62.21% | 29.47% | 21.39% | 28.32% | 16.91% | 16.03% |
| Avg Days To Max Increase | 16 | 18 | 15 | 14 | 17 | 16 | 14 | 24 | 15 | 9 | 7 |
| Avg Max Decline | -1.67% | -1.46% | -3.23% | -0.81% | -1.47% | -2.52% | -2.82% | -4.04% | -1.88% | -2.80% | -0.58% |
| Max Decline | -8.84% | -7.37% | -17.46% | -6.46% | -8.42% | -11.34% | -10.80% | -10.03% | -8.38% | -12.78% | -1.91% |
| Avg Days to Max Decline | 9 | 10 | 16 | 3 | 11 | 14 | 4 | 11 | 6 | 8 | 1 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
