MRCI Online
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| ScenarioSM Study for July Copper(CMX) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 21 | 22 | 18 | 22 | 25 | 26 | 27 | 32 | 22 | 19 | 23 | |
| Exceeded High | 18 | 15 | 14 | 19 | 25 | 25 | 24 | 21 | 16 | 17 | 19 | |
| Scenario Percentage | 86% | 68% | 78% | 86% | 100% | 96% | 89% | 66% | 73% | 89% | 83% | |
| Avg Max Increase | 7.66% | 12.52% | 10.43% | 10.97% | 11.68% | 12.46% | 11.80% | 12.11% | 11.02% | 10.15% | 6.14% | |
| Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 44.71% | 64.86% | 25.45% | 21.25% | 12.00% | |
| Avg Days To Max Increase | 17 | 20 | 21 | 18 | 18 | 18 | 14 | 15 | 14 | 16 | 14 | |
| Avg Max Decline | -1.78% | -1.67% | -2.08% | -2.51% | -1.77% | -3.19% | -2.42% | -2.83% | -2.85% | -3.20% | -1.29% | |
| Max Decline | -8.85% | -7.34% | -5.52% | -9.72% | -8.27% | -10.04% | -10.51% | -7.75% | -16.01% | -12.21% | -5.47% | |
| Avg Days to Max Decline | 12 | 9 | 10 | 9 | 8 | 9 | 9 | 7 | 6 | 9 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
