MRCI Online
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| ScenarioSM Study for February Gold(CMX) 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 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 35 |
| Closed Higher | 12 | 14 | 16 | 10 | 15 | 17 | 22 | 13 | 17 | 17 | 15 |
| Exceeded High | 8 | 9 | 11 | 7 | 12 | 14 | 16 | 10 | 14 | 15 | 11 |
| Scenario Percentage | 67% | 64% | 69% | 70% | 80% | 82% | 73% | 77% | 82% | 88% | 73% |
| Avg Max Increase | 8.50% | 6.84% | 7.26% | 5.84% | 13.13% | 12.72% | 8.69% | 7.04% | 12.77% | 12.31% | 4.82% |
| Max Increase | 24.03% | 13.38% | 26.39% | 12.82% | 42.74% | 36.10% | 21.89% | 14.24% | 102.79% | 61.37% | 11.74% |
| Avg Days To Max Increase | 18 | 16 | 14 | 15 | 18 | 20 | 14 | 11 | 16 | 14 | 13 |
| Avg Max Decline | -0.81% | -1.04% | -1.42% | -1.13% | -1.90% | -0.71% | -1.67% | -1.34% | -2.32% | -1.85% | -2.00% |
| Max Decline | -1.91% | -5.03% | -4.28% | -3.92% | -4.04% | -3.70% | -6.39% | -3.39% | -9.50% | -9.36% | -4.33% |
| Avg Days to Max Decline | 7 | 9 | 8 | 14 | 7 | 3 | 8 | 2 | 8 | 6 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
