MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 25 | 26 | 25 | 31 | 19 | |
| Exceeded High | 18 | 22 | 18 | 16 | 16 | 21 | 24 | 24 | 21 | 22 | 11 | |
| Scenario Percentage | 95% | 69% | 82% | 70% | 84% | 91% | 96% | 92% | 84% | 71% | 58% | |
| Avg Max Increase | 9.03% | 8.47% | 9.01% | 12.75% | 10.49% | 11.04% | 10.49% | 13.32% | 12.68% | 11.80% | 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 | 17 | 18 | 18 | 14 | 14 | 11 | |
| Avg Max Decline | -0.95% | -2.32% | -2.29% | -2.40% | -1.70% | -3.44% | -2.23% | -3.47% | -2.40% | -3.05% | -1.46% | |
| Max Decline | -4.42% | -14.38% | -10.07% | -8.34% | -5.67% | -9.98% | -8.55% | -11.06% | -10.75% | -8.66% | -5.67% | |
| Avg Days to Max Decline | 5 | 11 | 13 | 9 | 9 | 8 | 9 | 9 | 5 | 8 | 3 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | 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.
