|
MRCI's ScenarioSM Study |
ScenarioSM Study for July Copper(CMX) as of May 31, 2010 |
Condition 1:
Higher Monthly Close. Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
Tested Month |
Jul |
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 |
|
21 |
23 |
18 |
20 |
25 |
26 |
26 |
33 |
23 |
21 |
23 |
Exceeded High |
|
18 |
16 |
15 |
17 |
24 |
24 |
25 |
22 |
16 |
19 |
18 |
Scenario Percentage |
|
86% |
70% |
83% |
85% |
96% |
92% |
96% |
67% |
70% |
90% |
78% |
Avg Max Increase |
|
9.00% |
12.39% |
8.23% |
10.63% |
12.96% |
13.93% |
13.48% |
12.71% |
11.02% |
9.86% |
7.19% |
Max Increase |
|
25.67% |
28.89% |
19.96% |
39.30% |
44.19% |
41.30% |
46.81% |
64.86% |
25.45% |
21.25% |
14.21% |
Avg Days To Max Increase |
|
16 |
18 |
18 |
18 |
18 |
19 |
14 |
15 |
14 |
16 |
17 |
Avg Max Decline |
|
-1.56% |
-1.85% |
-2.75% |
-2.77% |
-1.79% |
-3.25% |
-2.51% |
-2.70% |
-2.85% |
-2.97% |
-1.54% |
Max Decline |
|
-8.85% |
-7.34% |
-13.92% |
-9.72% |
-8.27% |
-10.04% |
-10.51% |
-7.75% |
-16.01% |
-12.21% |
-5.47% |
Avg Days to Max Decline |
|
10 |
9 |
10 |
9 |
8 |
9 |
9 |
7 |
6 |
8 |
3 |
2010 Contract Condition |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
|
|
|
Action |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
|
|
|
Condition 2:
Lower Monthly Close. Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
Tested Month |
Jul |
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 Lower |
|
23 |
22 |
27 |
25 |
20 |
19 |
19 |
12 |
22 |
24 |
22 |
Penetrated Low |
|
14 |
18 |
19 |
19 |
15 |
10 |
12 |
10 |
16 |
17 |
12 |
Scenario Percentage |
|
61% |
82% |
70% |
76% |
75% |
53% |
63% |
83% |
73% |
71% |
55% |
Avg Max Decline |
|
13.11% |
9.44% |
8.81% |
9.26% |
6.09% |
7.07% |
9.14% |
5.80% |
8.28% |
10.08% |
5.01% |
Max Decline |
|
49.51% |
45.42% |
29.97% |
22.26% |
16.97% |
12.34% |
32.42% |
19.20% |
16.99% |
26.78% |
15.23% |
Avg Days To Max Decline |
|
21 |
18 |
15 |
16 |
16 |
9 |
15 |
20 |
16 |
14 |
10 |
Avg Max Increase |
|
-1.53% |
-1.73% |
-1.64% |
-1.92% |
-1.09% |
-1.59% |
-2.09% |
-4.70% |
-2.61% |
-2.05% |
0.04% |
Max Increase |
|
-7.90% |
-4.58% |
-6.74% |
-8.61% |
-4.01% |
-5.83% |
-6.44% |
-15.97% |
-11.15% |
-9.43% |
-1.99% |
Avg Days to Max Increase |
|
11 |
7 |
3 |
9 |
10 |
7 |
7 |
17 |
11 |
8 |
4 |
2010 Contract Condition |
|
|
|
|
|
|
Yes |
|
|
Yes |
Yes |
Yes |
Action |
|
|
|
|
|
|
Yes |
|
|
Yes |
Not Yet |
|
High |
262.75 |
294.95 |
295.20 |
305.80 |
322.40 |
340.15 |
353.85 |
339.70 |
359.40 |
369.10 |
336.35 |
314.20 |
Low |
218.60 |
272.65 |
270.00 |
269.95 |
293.65 |
311.55 |
305.90 |
285.25 |
330.90 |
333.40 |
290.05 |
301.85 |
Close/Last |
262.75 |
281.85 |
283.25 |
298.60 |
319.55 |
337.05 |
307.55 |
329.85 |
357.20 |
335.35 |
310.45 |
306.30 |
|
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