MRCI Online
|
| ScenarioSM Study for March Copper(CMX) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 43 | 43 | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 19 | 19 | 31 | 23 | 22 | 18 | 22 | 26 | 25 | 24 | |
| Exceeded High | 17 | 13 | 18 | 22 | 18 | 13 | 12 | 20 | 24 | 23 | 18 | |
| Scenario Percentage | 74% | 68% | 95% | 71% | 78% | 59% | 67% | 91% | 92% | 92% | 75% | |
| Avg Max Increase | 9.13% | 9.80% | 9.70% | 7.32% | 9.61% | 14.19% | 16.17% | 11.08% | 10.18% | 12.45% | 7.72% | |
| Max Increase | 22.59% | 24.85% | 30.92% | 19.39% | 26.95% | 42.58% | 62.39% | 35.25% | 39.26% | 43.44% | 22.18% | |
| Avg Days To Max Increase | 16 | 24 | 17 | 16 | 20 | 20 | 20 | 18 | 16 | 15 | 17 | |
| Avg Max Decline | -2.51% | -2.30% | -1.18% | -2.71% | -3.58% | -2.52% | -1.84% | -4.08% | -2.37% | -3.16% | -1.66% | |
| Max Decline | -14.06% | -8.82% | -5.01% | -15.30% | -9.82% | -10.21% | -6.80% | -10.31% | -8.88% | -13.65% | -8.10% | |
| Avg Days to Max Decline | 7 | 11 | 3 | 11 | 14 | 8 | 10 | 10 | 8 | 8 | 4 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | No | Yes | Not Yet | ||||||
| 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.
