MRCI Online
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| ScenarioSM Study for December Copper(CMX) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 |
| Closed Higher | 25 | 26 | 30 | 23 | 21 | 21 | 31 | 23 | 23 | 22 | 21 |
| Exceeded High | 23 | 25 | 23 | 15 | 16 | 20 | 21 | 18 | 15 | 16 | 16 |
| Scenario Percentage | 92% | 96% | 77% | 65% | 76% | 95% | 68% | 78% | 65% | 73% | 76% |
| Avg Max Increase | 11.22% | 12.47% | 9.03% | 9.23% | 10.01% | 9.87% | 9.13% | 14.76% | 17.23% | 14.33% | 6.42% |
| Max Increase | 36.44% | 54.10% | 60.00% | 24.20% | 30.26% | 20.46% | 24.52% | 48.78% | 51.10% | 70.42% | 21.95% |
| Avg Days To Max Increase | 20 | 14 | 13 | 15 | 21 | 22 | 19 | 22 | 19 | 15 | 12 |
| Avg Max Decline | -2.44% | -1.90% | -1.90% | -2.25% | -2.57% | -1.80% | -2.50% | -2.90% | -1.79% | -2.10% | -1.41% |
| Max Decline | -8.58% | -7.38% | -6.90% | -15.00% | -10.53% | -5.49% | -7.01% | -11.29% | -7.96% | -10.87% | -5.75% |
| Avg Days to Max Decline | 9 | 7 | 6 | 6 | 7 | 9 | 10 | 10 | 7 | 9 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
