MRCI Online
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| ScenarioSM Study for November Orange Juice(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 | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
| Tested Years | 43 | 43 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 13 | 17 | 11 | 25 | 21 | 30 | 19 | 22 | 25 | 21 | 23 | |
| Exceeded High | 8 | 6 | 9 | 18 | 15 | 20 | 17 | 17 | 21 | 17 | 13 | |
| Scenario Percentage | 62% | 35% | 82% | 72% | 71% | 67% | 89% | 77% | 84% | 81% | 57% | |
| Avg Max Increase | 11.69% | 11.77% | 11.48% | 10.93% | 10.26% | 9.07% | 9.21% | 8.93% | 13.48% | 14.18% | 6.24% | |
| Max Increase | 26.07% | 22.32% | 22.94% | 28.65% | 34.71% | 27.54% | 19.25% | 23.18% | 41.81% | 40.93% | 15.03% | |
| Avg Days To Max Increase | 15 | 21 | 20 | 20 | 20 | 15 | 14 | 15 | 17 | 7 | 5 | |
| Avg Max Decline | -0.71% | -1.24% | -1.52% | -3.16% | -1.70% | -3.38% | -2.81% | -2.18% | -4.67% | -2.49% | -0.73% | |
| Max Decline | -8.81% | -7.58% | -6.58% | -13.74% | -9.71% | -21.28% | -12.36% | -6.79% | -19.84% | -10.23% | -2.91% | |
| Avg Days to Max Decline | 4 | 6 | 4 | 13 | 7 | 9 | 8 | 6 | 11 | 4 | 1 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | 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.
