MRCI Online
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| ScenarioSM Study for June Gold(CMX) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 34 | 34 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 16 | 17 | 23 | 13 | 16 | 18 | 15 | 16 | 12 | 14 | 15 |
| Exceeded High | 11 | 14 | 15 | 11 | 14 | 15 | 10 | 9 | 7 | 10 | 10 |
| Scenario Percentage | 69% | 82% | 65% | 85% | 88% | 83% | 67% | 56% | 58% | 71% | 67% |
| Avg Max Increase | 13.81% | 12.53% | 8.89% | 7.31% | 12.60% | 12.42% | 6.31% | 4.19% | 9.60% | 7.47% | 3.76% |
| Max Increase | 39.45% | 36.10% | 22.87% | 14.68% | 103.28% | 59.53% | 11.38% | 7.05% | 24.77% | 14.45% | 15.74% |
| Avg Days To Max Increase | 18 | 20 | 15 | 13 | 15 | 15 | 15 | 15 | 16 | 17 | 12 |
| Avg Max Decline | -1.96% | -0.42% | -1.71% | -1.70% | -1.85% | -1.79% | -2.60% | -1.25% | -1.00% | -1.07% | -1.09% |
| Max Decline | -4.27% | -3.52% | -6.24% | -6.23% | -8.99% | -9.14% | -6.94% | -2.92% | -1.99% | -5.25% | -2.79% |
| Avg Days to Max Decline | 7 | 4 | 10 | 3 | 7 | 5 | 7 | 2 | 5 | 7 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
