MRCI Online
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| ScenarioSM Study for March Copper(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 43 | 43 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 19 | 20 | 30 | 23 | 22 | 18 | 23 | 26 | 26 | 23 | |
| Exceeded High | 17 | 14 | 19 | 21 | 19 | 14 | 12 | 21 | 24 | 24 | 18 | |
| Scenario Percentage | 74% | 74% | 95% | 70% | 83% | 64% | 67% | 91% | 92% | 92% | 78% | |
| Avg Max Increase | 9.13% | 9.33% | 9.39% | 7.29% | 9.53% | 13.57% | 16.17% | 11.29% | 10.47% | 12.08% | 7.72% | |
| Max Increase | 22.59% | 24.85% | 30.92% | 19.39% | 26.95% | 42.58% | 62.39% | 35.25% | 39.26% | 43.44% | 22.18% | |
| Avg Days To Max Increase | 16 | 23 | 17 | 16 | 20 | 20 | 20 | 18 | 16 | 16 | 17 | |
| Avg Max Decline | -2.51% | -2.26% | -1.23% | -2.83% | -3.40% | -2.53% | -1.84% | -3.89% | -2.33% | -3.33% | -1.66% | |
| Max Decline | -14.06% | -8.82% | -5.01% | -15.30% | -9.82% | -10.21% | -6.80% | -10.31% | -8.88% | -13.65% | -8.10% | |
| Avg Days to Max Decline | 7 | 11 | 4 | 12 | 14 | 9 | 10 | 9 | 9 | 8 | 4 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
