MRCI Online
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| ScenarioSM Study for July Copper(CMX) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 17 | 21 | 25 | 25 | 26 | 31 | 22 | 19 | 22 | |
| Exceeded High | 17 | 12 | 13 | 18 | 25 | 24 | 24 | 20 | 17 | 16 | 19 | |
| Scenario Percentage | 81% | 57% | 76% | 86% | 100% | 96% | 92% | 65% | 77% | 84% | 86% | |
| Avg Max Increase | 8.21% | 12.66% | 10.01% | 10.86% | 11.46% | 12.07% | 11.94% | 12.35% | 10.28% | 10.87% | 6.43% | |
| Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 44.71% | 64.86% | 25.45% | 22.91% | 13.57% | |
| Avg Days To Max Increase | 17 | 19 | 21 | 19 | 16 | 17 | 15 | 14 | 14 | 17 | 15 | |
| Avg Max Decline | -1.94% | -1.42% | -2.25% | -2.93% | -1.51% | -2.95% | -2.51% | -3.09% | -2.61% | -3.28% | -1.18% | |
| Max Decline | -8.85% | -7.34% | -5.52% | -9.72% | -7.25% | -10.04% | -10.51% | -7.75% | -16.01% | -12.21% | -5.47% | |
| Avg Days to Max Decline | 13 | 7 | 11 | 10 | 7 | 8 | 10 | 8 | 5 | 8 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
