|
MRCI's ScenarioSM Study |
ScenarioSM Study for July Copper(CMX) as of Apr 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 |
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 |
21 |
26 |
26 |
26 |
33 |
22 |
21 |
22 |
Exceeded High |
|
18 |
16 |
15 |
18 |
25 |
24 |
25 |
22 |
16 |
19 |
17 |
Scenario Percentage |
|
86% |
70% |
83% |
86% |
96% |
92% |
96% |
67% |
73% |
90% |
77% |
Avg Max Increase |
|
8.08% |
12.21% |
9.02% |
10.63% |
12.64% |
13.93% |
12.08% |
11.84% |
11.02% |
9.63% |
6.47% |
Max Increase |
|
25.67% |
28.89% |
19.96% |
39.30% |
44.19% |
41.30% |
44.71% |
64.86% |
25.45% |
21.25% |
12.00% |
Avg Days To Max Increase |
|
16 |
19 |
20 |
17 |
18 |
19 |
14 |
14 |
14 |
15 |
15 |
Avg Max Decline |
|
-1.79% |
-2.06% |
-2.65% |
-2.76% |
-1.66% |
-3.25% |
-2.44% |
-2.64% |
-2.85% |
-2.97% |
-1.33% |
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 |
|
12 |
9 |
10 |
9 |
7 |
9 |
10 |
7 |
6 |
8 |
3 |
2011 Contract Condition |
|
Yes |
Yes |
Yes |
Yes |
Yes |
Yes |
Yes |
|
|
Yes |
|
Action |
|
Yes |
Yes |
Yes |
Yes |
Yes |
Yes |
No |
|
|
|
|
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 |
24 |
19 |
19 |
19 |
12 |
23 |
24 |
23 |
Penetrated Low |
|
14 |
18 |
19 |
18 |
14 |
11 |
12 |
10 |
17 |
17 |
12 |
Scenario Percentage |
|
61% |
82% |
70% |
75% |
74% |
58% |
63% |
83% |
74% |
71% |
52% |
Avg Max Decline |
|
13.11% |
9.44% |
8.81% |
9.31% |
6.31% |
7.09% |
9.14% |
5.80% |
8.91% |
10.57% |
5.01% |
Max Decline |
|
49.51% |
45.42% |
29.97% |
22.26% |
16.97% |
12.34% |
32.42% |
19.20% |
18.89% |
26.78% |
15.23% |
Avg Days To Max Decline |
|
21 |
18 |
15 |
16 |
15 |
9 |
15 |
20 |
16 |
14 |
10 |
Avg Max Increase |
|
-1.53% |
-1.73% |
-1.64% |
-1.67% |
-0.92% |
-1.67% |
-2.09% |
-4.70% |
-2.48% |
-1.57% |
0.04% |
Max Increase |
|
-7.90% |
-4.58% |
-6.74% |
-8.61% |
-4.01% |
-5.83% |
-6.44% |
-15.97% |
-11.15% |
-7.91% |
-1.99% |
Avg Days to Max Increase |
|
11 |
7 |
3 |
9 |
9 |
7 |
7 |
17 |
10 |
7 |
4 |
2011 Contract Condition |
|
|
|
|
|
|
|
|
Yes |
Yes |
|
|
Action |
|
|
|
|
|
|
|
|
Not Yet |
Yes |
|
|
High |
334.45 |
343.95 |
366.10 |
387.00 |
403.85 |
442.40 |
446.40 |
465.35 |
456.20 |
455.00 |
421.00 |
|
Low |
292.75 |
322.85 |
341.95 |
366.00 |
361.95 |
388.60 |
422.80 |
425.50 |
409.50 |
415.80 |
410.75 |
|
Close/Last |
334.45 |
337.85 |
365.55 |
373.95 |
381.25 |
442.30 |
446.40 |
450.65 |
432.55 |
417.90 |
419.60 |
|
|
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