MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
| Tested Years | 43 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 17 | 32 | 24 | 23 | 21 | 23 | 25 | 27 | 25 | 33 | 19 |
| Exceeded High | 16 | 22 | 20 | 16 | 17 | 21 | 24 | 25 | 22 | 24 | 11 |
| Scenario Percentage | 94% | 69% | 83% | 70% | 81% | 91% | 96% | 93% | 88% | 73% | 58% |
| Avg Max Increase | 8.08% | 8.96% | 9.73% | 12.92% | 8.56% | 10.06% | 11.88% | 14.18% | 13.56% | 11.54% | 8.11% |
| Max Increase | 19.48% | 35.14% | 31.77% | 34.02% | 18.99% | 37.37% | 41.67% | 42.84% | 52.49% | 68.90% | 24.72% |
| Avg Days To Max Increase | 19 | 20 | 17 | 20 | 18 | 18 | 19 | 20 | 14 | 15 | 14 |
| Avg Max Decline | -0.87% | -1.67% | -1.92% | -2.45% | -2.42% | -3.36% | -2.13% | -2.96% | -1.98% | -2.71% | -1.27% |
| Max Decline | -2.48% | -4.34% | -10.07% | -8.34% | -14.19% | -9.98% | -8.55% | -11.06% | -8.63% | -8.66% | -3.54% |
| Avg Days to Max Decline | 5 | 9 | 12 | 9 | 10 | 8 | 8 | 8 | 6 | 8 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
