MRCI Online
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| ScenarioSM Study for December 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 | Dec | 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 | 24 | 26 | 28 | 22 | 20 | 22 | 30 | 21 | 20 | 20 | 21 | |
| Exceeded High | 23 | 23 | 21 | 17 | 15 | 21 | 20 | 15 | 10 | 13 | 18 | |
| Scenario Percentage | 96% | 88% | 75% | 77% | 75% | 95% | 67% | 71% | 50% | 65% | 86% | |
| Avg Max Increase | 10.95% | 13.22% | 9.47% | 9.11% | 11.00% | 9.63% | 7.72% | 12.14% | 17.66% | 17.19% | 6.97% | |
| Max Increase | 36.44% | 54.10% | 60.00% | 24.20% | 30.26% | 31.09% | 20.77% | 42.38% | 51.10% | 70.42% | 21.95% | |
| Avg Days To Max Increase | 17 | 14 | 12 | 14 | 23 | 19 | 18 | 21 | 17 | 16 | 17 | |
| Avg Max Decline | -2.54% | -2.10% | -2.25% | -2.35% | -2.84% | -1.77% | -2.61% | -3.51% | -1.50% | -2.34% | -1.63% | |
| Max Decline | -8.58% | -9.41% | -6.90% | -15.00% | -10.53% | -5.49% | -7.01% | -11.29% | -7.96% | -10.87% | -5.75% | |
| Avg Days to Max Decline | 7 | 8 | 7 | 5 | 9 | 7 | 11 | 12 | 7 | 9 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
