MRCI Online
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| ScenarioSM Study for May Orange Juice(ICE) as of May 20, 2024 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 25 | 22 | 20 | 20 | 29 | 14 | 21 | 18 | 30 | 15 | |
| Exceeded High | 20 | 19 | 16 | 16 | 18 | 21 | 10 | 10 | 16 | 21 | 8 | |
| Scenario Percentage | 95% | 76% | 73% | 80% | 90% | 72% | 71% | 48% | 89% | 70% | 53% | |
| Avg Max Increase | 7.71% | 7.64% | 13.21% | 14.41% | 9.70% | 12.80% | 15.25% | 13.57% | 11.74% | 9.32% | 7.92% | |
| Max Increase | 33.16% | 24.16% | 42.70% | 43.51% | 23.65% | 62.21% | 29.47% | 28.10% | 28.32% | 27.97% | 20.83% | |
| Avg Days To Max Increase | 16 | 16 | 18 | 13 | 16 | 14 | 18 | 21 | 16 | 11 | 8 | |
| Avg Max Decline | -2.31% | -1.10% | -2.95% | -1.17% | -1.38% | -2.18% | -2.65% | -3.23% | -2.34% | -2.60% | 0.16% | |
| Max Decline | -10.34% | -7.10% | -17.46% | -8.24% | -7.22% | -6.81% | -10.80% | -10.03% | -10.69% | -12.78% | -1.91% | |
| Avg Days to Max Decline | 13 | 8 | 14 | 6 | 8 | 11 | 8 | 11 | 4 | 6 | 2 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
| Action | Yes | Yes | Yes | Yes | Yes | No | Yes | Yes | Yes | Yes | ||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
