MRCI Online
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| ScenarioSM Study for April Gold(CMX) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 36 | 37 | 37 | 37 | |
| Closed Higher | 18 | 11 | 17 | 18 | 25 | 15 | 19 | 18 | 15 | 18 | 13 | |
| Exceeded High | 13 | 7 | 13 | 15 | 17 | 12 | 17 | 15 | 10 | 12 | 8 | |
| Scenario Percentage | 72% | 64% | 76% | 83% | 68% | 80% | 89% | 83% | 67% | 67% | 62% | |
| Avg Max Increase | 6.32% | 5.71% | 12.56% | 12.52% | 9.54% | 8.09% | 11.08% | 12.45% | 6.32% | 4.35% | 5.55% | |
| Max Increase | 26.63% | 13.22% | 41.74% | 36.12% | 22.65% | 17.89% | 102.90% | 60.45% | 11.41% | 7.67% | 12.44% | |
| Avg Days To Max Increase | 13 | 16 | 17 | 20 | 15 | 11 | 15 | 15 | 15 | 15 | 20 | |
| Avg Max Decline | -1.19% | -0.92% | -1.90% | -0.65% | -1.74% | -1.44% | -2.25% | -1.83% | -2.65% | -1.44% | -0.96% | |
| 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 | 8 | 2 | 8 | 6 | 7 | 5 | 5 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | No | Yes | Yes | Yes | Yes | No | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
