MRCI Online
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| ScenarioSM Study for December Gold(CMX) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 16 | 18 | 13 | 16 | 17 | 13 | 18 | 20 | 25 | 17 | 20 | |
| Exceeded High | 12 | 10 | 9 | 12 | 13 | 9 | 15 | 17 | 19 | 14 | 14 | |
| Scenario Percentage | 75% | 56% | 69% | 75% | 76% | 69% | 83% | 85% | 76% | 82% | 70% | |
| Avg Max Increase | 5.60% | 4.89% | 8.80% | 6.52% | 6.57% | 6.72% | 12.95% | 11.84% | 8.67% | 7.29% | 4.86% | |
| Max Increase | 11.01% | 11.10% | 24.83% | 13.41% | 26.11% | 14.27% | 43.18% | 36.06% | 21.45% | 17.88% | 21.69% | |
| Avg Days To Max Increase | 15 | 16 | 16 | 15 | 13 | 16 | 17 | 17 | 15 | 9 | 10 | |
| Avg Max Decline | -2.23% | -1.45% | -1.05% | -1.29% | -1.65% | -1.47% | -2.00% | -0.78% | -1.64% | -1.29% | -1.30% | |
| Max Decline | -6.75% | -2.96% | -2.01% | -5.22% | -4.98% | -4.24% | -4.30% | -3.76% | -6.62% | -3.23% | -9.34% | |
| Avg Days to Max Decline | 8 | 6 | 6 | 7 | 6 | 11 | 6 | 3 | 9 | 2 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
