MRCI Online
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| ScenarioSM Study for May Copper(CMX) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 20 | 32 | 20 | 24 | 17 | 23 | 24 | 23 | 23 | 27 | 20 | |
| Exceeded High | 19 | 23 | 16 | 14 | 12 | 20 | 22 | 22 | 19 | 18 | 13 | |
| Scenario Percentage | 95% | 72% | 80% | 58% | 71% | 87% | 92% | 96% | 83% | 67% | 65% | |
| Avg Max Increase | 8.27% | 7.97% | 8.54% | 13.24% | 10.91% | 10.42% | 9.70% | 9.76% | 11.23% | 12.75% | 8.03% | |
| Max Increase | 29.45% | 35.14% | 25.32% | 34.02% | 18.99% | 37.37% | 41.67% | 27.92% | 45.27% | 68.90% | 24.72% | |
| Avg Days To Max Increase | 18 | 18 | 16 | 19 | 22 | 16 | 16 | 16 | 15 | 15 | 15 | |
| Avg Max Decline | -1.03% | -2.09% | -2.23% | -2.11% | -2.59% | -3.42% | -2.35% | -3.29% | -2.69% | -3.40% | -1.28% | |
| Max Decline | -4.42% | -14.38% | -6.64% | -8.34% | -5.67% | -9.98% | -9.22% | -11.06% | -10.75% | -8.66% | -5.67% | |
| Avg Days to Max Decline | 5 | 11 | 14 | 8 | 14 | 9 | 8 | 8 | 7 | 10 | 2 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
