MRCI Online
|
| ScenarioSM Study for April Gold(CMX) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
| Tested Years | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 36 | 36 | 36 | |
| Closed Higher | 17 | 10 | 17 | 17 | 24 | 14 | 18 | 17 | 15 | 17 | 12 | |
| Exceeded High | 12 | 7 | 13 | 14 | 16 | 11 | 16 | 15 | 10 | 11 | 7 | |
| Scenario Percentage | 71% | 70% | 76% | 82% | 67% | 79% | 89% | 88% | 67% | 65% | 58% | |
| Avg Max Increase | 6.50% | 5.71% | 12.56% | 12.63% | 9.59% | 8.33% | 11.56% | 12.45% | 6.32% | 4.06% | 5.84% | |
| Max Increase | 26.63% | 13.22% | 41.74% | 36.12% | 22.65% | 17.89% | 102.90% | 60.45% | 11.41% | 6.98% | 14.47% | |
| Avg Days To Max Increase | 13 | 16 | 17 | 21 | 15 | 12 | 15 | 15 | 15 | 16 | 20 | |
| Avg Max Decline | -1.20% | -0.92% | -1.90% | -0.63% | -1.87% | -1.37% | -2.38% | -1.83% | -2.65% | -1.38% | -0.84% | |
| Max Decline | -4.91% | -4.21% | -4.29% | -3.49% | -6.30% | -6.01% | -9.36% | -9.23% | -7.12% | -3.05% | -1.85% | |
| Avg Days to Max Decline | 7 | 13 | 8 | 3 | 9 | 2 | 9 | 6 | 7 | 4 | 5 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
