MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 21 | 22 | 17 | 22 | 25 | 24 | 25 | 30 | 21 | |
| Exceeded High | 18 | 22 | 16 | 12 | 12 | 20 | 24 | 23 | 21 | 20 | 13 | |
| Scenario Percentage | 95% | 69% | 76% | 55% | 71% | 91% | 96% | 96% | 84% | 67% | 62% | |
| Avg Max Increase | 8.40% | 7.92% | 8.78% | 13.28% | 10.77% | 10.87% | 10.22% | 12.16% | 12.21% | 12.28% | 7.40% | |
| 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 | 18 | 19 | 16 | 19 | 21 | 18 | 17 | 16 | 15 | 14 | 12 | |
| Avg Max Decline | -0.82% | -2.13% | -2.47% | -1.87% | -2.23% | -3.83% | -2.33% | -3.13% | -2.61% | -3.44% | -1.29% | |
| Max Decline | -4.42% | -14.38% | -10.07% | -8.34% | -5.67% | -9.98% | -9.22% | -11.06% | -10.75% | -8.66% | -5.67% | |
| Avg Days to Max Decline | 5 | 11 | 14 | 7 | 12 | 9 | 8 | 8 | 6 | 9 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Not Yet | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
