|
ScenarioSM Study for April Gold(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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 41 | 41 | 41 | |
Closed Higher | 18 | 13 | 20 | 22 | 26 | 16 | 21 | 19 | 18 | 20 | 14 | |
Exceeded High | 13 | 9 | 16 | 17 | 18 | 13 | 18 | 16 | 12 | 13 | 8 | |
Scenario Percentage | 72% | 69% | 80% | 77% | 69% | 81% | 86% | 84% | 67% | 65% | 57% | |
Avg Max Increase | 6.32% | 5.23% | 12.54% | 11.72% | 9.08% | 7.82% | 11.09% | 12.32% | 6.54% | 4.44% | 5.80% | |
Max Increase | 26.63% | 13.22% | 41.74% | 36.12% | 22.65% | 17.89% | 102.90% | 60.45% | 12.32% | 7.67% | 14.47% | |
Avg Days To Max Increase | 13 | 17 | 18 | 18 | 14 | 11 | 15 | 16 | 16 | 17 | 21 | |
Avg Max Decline | -1.19% | -1.09% | -1.90% | -0.60% | -1.67% | -1.52% | -2.28% | -1.80% | -2.37% | -1.30% | -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 | 12 | 7 | 3 | 8 | 2 | 8 | 5 | 7 | 5 | 5 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | No |
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.