MRCI Online
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| ScenarioSM Study for August 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 23 | 13 | 17 | 17 | 15 | 15 | 12 | 14 | 16 | 11 | 15 |
| Exceeded High | 13 | 10 | 13 | 15 | 11 | 9 | 8 | 9 | 12 | 8 | 11 |
| Scenario Percentage | 57% | 77% | 76% | 88% | 73% | 60% | 67% | 64% | 75% | 73% | 73% |
| Avg Max Increase | 9.17% | 6.91% | 13.13% | 12.13% | 6.04% | 3.71% | 8.66% | 7.65% | 6.66% | 6.67% | 6.98% |
| Max Increase | 22.72% | 14.41% | 103.03% | 58.22% | 11.03% | 7.05% | 24.84% | 13.80% | 25.41% | 14.18% | 25.62% |
| Avg Days To Max Increase | 16 | 11 | 16 | 15 | 14 | 13 | 16 | 17 | 13 | 14 | 12 |
| Avg Max Decline | -1.00% | -1.05% | -1.73% | -1.47% | -2.22% | -1.08% | -0.89% | -1.09% | -1.70% | -1.29% | -1.15% |
| Max Decline | -4.16% | -3.13% | -8.14% | -8.72% | -6.76% | -2.68% | -1.97% | -5.22% | -4.89% | -4.32% | -3.56% |
| Avg Days to Max Decline | 10 | 2 | 8 | 7 | 7 | 2 | 6 | 7 | 6 | 12 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | 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.
