MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 33 | 22 | 22 | 17 | 23 | 25 | 25 | 25 | 30 | 20 | |
| Exceeded High | 18 | 23 | 17 | 13 | 13 | 21 | 24 | 24 | 21 | 21 | 13 | |
| Scenario Percentage | 95% | 70% | 77% | 59% | 76% | 91% | 96% | 96% | 84% | 70% | 65% | |
| Avg Max Increase | 9.10% | 8.13% | 8.47% | 13.02% | 10.90% | 10.49% | 10.33% | 12.49% | 12.68% | 11.70% | 7.95% | |
| Max Increase | 29.45% | 35.14% | 25.32% | 34.02% | 18.99% | 37.37% | 41.67% | 42.84% | 45.27% | 68.90% | 24.72% | |
| Avg Days To Max Increase | 18 | 18 | 15 | 20 | 20 | 17 | 17 | 16 | 14 | 13 | 14 | |
| Avg Max Decline | -0.93% | -2.11% | -2.29% | -2.04% | -1.98% | -3.63% | -2.29% | -3.18% | -2.40% | -3.12% | -1.55% | |
| Max Decline | -4.42% | -14.38% | -10.07% | -8.34% | -5.67% | -9.98% | -8.55% | -11.06% | -10.75% | -8.66% | -5.67% | |
| Avg Days to Max Decline | 5 | 11 | 13 | 8 | 11 | 9 | 9 | 8 | 5 | 8 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | No | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
