MRCI Online
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| ScenarioSM Study for March Copper(CMX) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 44 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 23 | 19 | 21 | 31 | 22 | 23 | 19 | 22 | 25 | 23 | 22 | |
| Exceeded High | 17 | 13 | 20 | 22 | 18 | 13 | 12 | 19 | 22 | 21 | 16 | |
| Scenario Percentage | 74% | 68% | 95% | 71% | 82% | 57% | 63% | 86% | 88% | 91% | 73% | |
| Avg Max Increase | 8.60% | 9.55% | 8.90% | 7.14% | 9.65% | 15.24% | 15.72% | 11.50% | 9.45% | 11.55% | 7.90% | |
| 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 | 18 | 17 | 20 | 20 | 22 | 19 | 15 | 16 | 18 | |
| Avg Max Decline | -2.32% | -2.22% | -1.28% | -2.70% | -3.71% | -2.63% | -2.39% | -4.30% | -2.46% | -3.39% | -2.19% | |
| 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 | 5 | 11 | 15 | 8 | 12 | 10 | 8 | 8 | 4 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
