|
ScenarioSM Study for March Sugar #11(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 16 | 24 | 20 | 21 | 22 | 18 | 21 | 28 | 26 | 22 | 22 |
Exceeded High | 14 | 17 | 18 | 18 | 17 | 17 | 19 | 22 | 20 | 17 | 10 |
Scenario Percentage | 88% | 71% | 90% | 86% | 77% | 94% | 90% | 79% | 77% | 77% | 45% |
Avg Max Increase | 12.80% | 17.53% | 15.03% | 13.36% | 11.85% | 14.93% | 18.80% | 17.74% | 22.21% | 19.49% | 15.83% |
Max Increase | 60.89% | 50.21% | 53.74% | 65.38% | 45.05% | 57.97% | 102.45% | 70.10% | 90.79% | 127.09% | 51.19% |
Avg Days To Max Increase | 20 | 20 | 18 | 19 | 19 | 19 | 18 | 14 | 17 | 17 | 16 |
Avg Max Decline | -3.77% | -1.81% | -2.42% | -3.69% | -4.04% | -3.93% | -3.11% | -3.00% | -4.03% | -3.76% | -3.53% |
Max Decline | -11.88% | -8.33% | -13.62% | -15.38% | -13.02% | -12.93% | -8.44% | -10.60% | -12.69% | -8.18% | -10.07% |
Avg Days to Max Decline | 9 | 3 | 6 | 7 | 9 | 12 | 7 | 8 | 11 | 7 | 4 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.