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ScenarioSM Study for June Gold(CMX) as of Jan 01, 2008 | |||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 32 | 32 | 32 | 32 | 32 | 32 | 33 | 33 | 33 | 33 | 33 |
Closed Higher | 15 | 16 | 21 | 12 | 15 | 16 | 13 | 14 | 12 | 14 | 13 |
Exceeded High | 10 | 13 | 13 | 10 | 13 | 13 | 8 | 8 | 7 | 10 | 9 |
Scenario Percentage | 67% | 81% | 62% | 83% | 87% | 81% | 62% | 57% | 58% | 71% | 69% |
Avg Max Increase | 14.16% | 12.17% | 8.94% | 7.41% | 12.53% | 12.09% | 5.39% | 3.86% | 9.60% | 7.47% | 4.05% |
Max Increase | 39.45% | 36.10% | 22.87% | 14.68% | 103.28% | 59.53% | 9.60% | 7.05% | 24.77% | 14.45% | 15.74% |
Avg Days To Max Increase | 18 | 19 | 16 | 13 | 13 | 14 | 14 | 15 | 16 | 17 | 13 |
Avg Max Decline | -1.76% | -0.54% | -1.28% | -1.80% | -1.30% | -1.37% | -2.21% | -1.29% | -1.00% | -1.07% | -1.01% |
Max Decline | -4.27% | -3.52% | -4.84% | -6.23% | -5.47% | -6.10% | -6.94% | -2.92% | -1.99% | -5.25% | -2.79% |
Avg Days to Max Decline | 6 | 4 | 10 | 3 | 8 | 5 | 8 | 2 | 5 | 7 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.