MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 19 | 32 | 22 | 23 | 19 | 21 | 24 | 27 | 25 | 32 | 20 |
| Exceeded High | 18 | 22 | 18 | 16 | 16 | 19 | 23 | 25 | 22 | 23 | 11 |
| Scenario Percentage | 95% | 69% | 82% | 70% | 84% | 90% | 96% | 93% | 88% | 72% | 55% |
| Avg Max Increase | 7.84% | 8.96% | 10.62% | 13.10% | 8.94% | 10.69% | 11.76% | 15.26% | 14.90% | 12.51% | 8.02% |
| 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 | 18 | 20 | 15 | 18 | 17 | 18 | 18 | 19 | 14 | 14 | 11 |
| Avg Max Decline | -0.66% | -2.32% | -2.03% | -2.37% | -2.55% | -3.64% | -2.21% | -3.30% | -2.48% | -2.91% | -1.46% |
| Max Decline | -2.48% | -14.38% | -10.07% | -8.34% | -14.19% | -9.98% | -8.55% | -11.06% | -10.75% | -8.66% | -5.67% |
| Avg Days to Max Decline | 5 | 10 | 11 | 9 | 9 | 8 | 8 | 9 | 6 | 7 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
