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ScenarioSM Study for July Copper(CMX) as of Jan 01, 2014 | ||||||||||||
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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 | 22 | 22 | 17 | 23 | 26 | 26 | 26 | 32 | 22 | 19 | 22 | |
Exceeded High | 19 | 14 | 13 | 20 | 26 | 25 | 24 | 21 | 16 | 16 | 19 | |
Scenario Percentage | 86% | 64% | 76% | 87% | 100% | 96% | 92% | 66% | 73% | 84% | 86% | |
Avg Max Increase | 7.82% | 12.06% | 10.72% | 10.60% | 11.38% | 11.86% | 11.80% | 12.11% | 11.02% | 11.08% | 6.64% | |
Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 44.71% | 64.86% | 25.45% | 22.91% | 13.57% | |
Avg Days To Max Increase | 17 | 20 | 21 | 19 | 17 | 17 | 14 | 15 | 14 | 18 | 16 | |
Avg Max Decline | -1.67% | -1.58% | -2.06% | -2.55% | -1.75% | -3.11% | -2.42% | -2.83% | -2.85% | -3.20% | -1.29% | |
Max Decline | -8.85% | -7.34% | -5.52% | -9.72% | -8.27% | -10.04% | -10.51% | -7.75% | -16.01% | -12.21% | -5.47% | |
Avg Days to Max Decline | 12 | 9 | 11 | 9 | 8 | 9 | 9 | 7 | 6 | 9 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Not Yet |
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