|
ScenarioSM Study for March Copper(CMX) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 22 | 19 | 19 | 30 | 22 | 22 | 18 | 21 | 26 | 24 | 24 | |
Exceeded High | 17 | 13 | 18 | 21 | 17 | 12 | 11 | 19 | 24 | 22 | 18 | |
Scenario Percentage | 77% | 68% | 95% | 70% | 77% | 55% | 61% | 90% | 92% | 92% | 75% | |
Avg Max Increase | 8.60% | 9.55% | 8.86% | 7.04% | 9.92% | 14.51% | 16.56% | 11.50% | 10.06% | 12.47% | 7.68% | |
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 | 23 | 17 | 17 | 20 | 19 | 22 | 19 | 16 | 16 | 18 | |
Avg Max Decline | -2.32% | -2.22% | -1.09% | -2.77% | -3.54% | -2.38% | -2.09% | -4.30% | -2.39% | -3.12% | -1.91% | |
Max Decline | -14.06% | -8.82% | -5.01% | -15.30% | -9.82% | -10.21% | -6.80% | -10.31% | -9.34% | -13.65% | -8.10% | |
Avg Days to Max Decline | 7 | 10 | 4 | 12 | 14 | 7 | 10 | 10 | 8 | 8 | 4 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |