MRCI Online
|
| ScenarioSM Study for August Gold(CMX) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 38 | 38 | 38 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
| Closed Higher | 26 | 16 | 20 | 18 | 16 | 18 | 14 | 16 | 17 | 13 | 18 | |
| Exceeded High | 16 | 13 | 15 | 15 | 12 | 11 | 9 | 11 | 13 | 9 | 15 | |
| Scenario Percentage | 62% | 81% | 75% | 83% | 75% | 61% | 64% | 69% | 76% | 69% | 83% | |
| Avg Max Increase | 9.20% | 7.43% | 11.84% | 12.13% | 5.77% | 4.55% | 8.75% | 7.03% | 6.47% | 6.42% | 7.48% | |
| Max Increase | 22.72% | 17.78% | 103.03% | 58.22% | 11.03% | 11.14% | 24.84% | 13.80% | 25.41% | 14.18% | 25.62% | |
| Avg Days To Max Increase | 15 | 10 | 14 | 15 | 14 | 16 | 15 | 16 | 13 | 15 | 16 | |
| Avg Max Decline | -0.92% | -1.01% | -1.51% | -1.47% | -2.19% | -1.30% | -0.99% | -1.17% | -1.67% | -1.49% | -1.39% | |
| Max Decline | -4.16% | -3.13% | -8.14% | -8.72% | -6.76% | -2.97% | -1.97% | -5.22% | -4.89% | -4.32% | -3.56% | |
| Avg Days to Max Decline | 8 | 3 | 7 | 7 | 8 | 5 | 6 | 6 | 6 | 12 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | |||||||||
| Action | Yes | No | 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.
