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ScenarioSM Study for March Copper(CMX) as of Jan 01, 2018 | ||||||||||||
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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 | 20 | 30 | 21 | 23 | 18 | 22 | 25 | 24 | 23 | |
Exceeded High | 17 | 13 | 19 | 21 | 17 | 13 | 11 | 19 | 23 | 22 | 17 | |
Scenario Percentage | 74% | 68% | 95% | 70% | 81% | 57% | 61% | 86% | 92% | 92% | 74% | |
Avg Max Increase | 8.60% | 9.55% | 8.57% | 7.04% | 9.92% | 15.24% | 16.56% | 11.50% | 10.24% | 12.30% | 7.92% | |
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 | 20 | 22 | 19 | 16 | 15 | 17 | |
Avg Max Decline | -2.32% | -2.22% | -1.21% | -2.77% | -3.54% | -2.63% | -2.09% | -4.30% | -2.39% | -3.26% | -2.09% | |
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 | 8 | 10 | 10 | 8 | 8 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | No | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.