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ScenarioSM Study for May Copper(CMX) as of Dec 31, 2010 | ||||||||||||
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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 | May | 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 | 22 | 25 | 26 | 25 | 32 | 19 | |
Exceeded High | 18 | 22 | 18 | 16 | 16 | 20 | 24 | 24 | 22 | 23 | 11 | |
Scenario Percentage | 95% | 69% | 82% | 70% | 84% | 91% | 96% | 92% | 88% | 72% | 58% | |
Avg Max Increase | 9.03% | 8.85% | 9.37% | 12.74% | 9.65% | 10.72% | 11.50% | 14.60% | 13.07% | 11.55% | 8.02% | |
Max Increase | 29.45% | 35.14% | 25.32% | 34.02% | 18.99% | 37.37% | 41.67% | 42.84% | 45.27% | 68.90% | 24.72% | |
Avg Days To Max Increase | 19 | 19 | 16 | 20 | 19 | 18 | 18 | 19 | 13 | 13 | 11 | |
Avg Max Decline | -0.95% | -2.23% | -2.37% | -2.62% | -2.43% | -3.60% | -2.10% | -3.42% | -2.34% | -2.86% | -1.46% | |
Max Decline | -4.42% | -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 | 11 | 12 | 9 | 9 | 9 | 8 | 9 | 6 | 7 | 3 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.