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ScenarioSM Study for May Copper(CMX) as of Jan 01, 2009 | ||||||||||||
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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 | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
Tested Years | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 33 | 23 | 24 | 20 | 22 | 25 | 27 | 25 | 32 | 20 | |
Exceeded High | 17 | 23 | 19 | 17 | 17 | 20 | 24 | 25 | 22 | 23 | 12 | |
Scenario Percentage | 94% | 70% | 83% | 71% | 85% | 91% | 96% | 93% | 88% | 72% | 60% | |
Avg Max Increase | 8.05% | 8.68% | 10.14% | 12.36% | 8.56% | 10.46% | 11.88% | 14.93% | 13.65% | 12.00% | 8.14% | |
Max Increase | 19.48% | 35.14% | 31.77% | 34.02% | 18.99% | 37.37% | 41.67% | 42.84% | 52.49% | 68.90% | 24.72% | |
Avg Days To Max Increase | 19 | 20 | 16 | 19 | 18 | 19 | 19 | 19 | 14 | 15 | 13 | |
Avg Max Decline | -0.74% | -2.22% | -1.92% | -2.27% | -2.42% | -3.45% | -2.13% | -3.09% | -2.45% | -2.81% | -1.63% | |
Max Decline | -2.48% | -14.38% | -10.07% | -8.34% | -14.19% | -9.98% | -8.55% | -11.06% | -10.75% | -8.66% | -5.67% | |
Avg Days to Max Decline | 5 | 10 | 10 | 8 | 10 | 8 | 8 | 8 | 6 | 7 | 3 | |
2008 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.