|
ScenarioSM Study for July Copper(CMX) as of Jan 01, 2008 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
Closed Higher | 23 | 23 | 20 | 22 | 26 | 26 | 26 | 34 | 23 | 20 | 22 |
Exceeded High | 20 | 16 | 16 | 19 | 25 | 24 | 25 | 23 | 14 | 18 | 17 |
Scenario Percentage | 87% | 70% | 80% | 86% | 96% | 92% | 96% | 68% | 61% | 90% | 77% |
Avg Max Increase | 8.26% | 12.22% | 7.87% | 9.96% | 12.95% | 12.84% | 12.28% | 11.60% | 10.51% | 9.33% | 6.67% |
Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 46.81% | 64.86% | 25.45% | 21.25% | 10.87% |
Avg Days To Max Increase | 17 | 20 | 19 | 17 | 19 | 20 | 14 | 15 | 15 | 15 | 16 |
Avg Max Decline | -1.51% | -1.98% | -2.59% | -2.55% | -1.72% | -2.92% | -2.12% | -2.49% | -2.55% | -2.92% | -1.26% |
Max Decline | -8.85% | -7.34% | -13.92% | -9.72% | -8.27% | -10.04% | -8.75% | -7.75% | -16.01% | -12.21% | -5.13% |
Avg Days to Max Decline | 12 | 9 | 10 | 9 | 7 | 9 | 9 | 7 | 6 | 7 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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