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ScenarioSM Study for September Copper(CMX) as of Jan 01, 2009 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 21 | 26 | 26 | 26 | 31 | 23 | 20 | 22 | 29 | 22 | |
Exceeded High | 17 | 18 | 24 | 24 | 24 | 21 | 15 | 17 | 20 | 19 | 16 | |
Scenario Percentage | 85% | 86% | 92% | 92% | 92% | 68% | 65% | 85% | 91% | 66% | 73% | |
Avg Max Increase | 7.35% | 10.39% | 13.07% | 12.83% | 11.83% | 11.41% | 10.02% | 11.69% | 9.93% | 10.32% | 8.01% | |
Max Increase | 21.17% | 40.41% | 43.40% | 38.84% | 41.33% | 62.57% | 25.75% | 35.70% | 22.29% | 32.22% | 26.67% | |
Avg Days To Max Increase | 19 | 18 | 19 | 17 | 13 | 14 | 14 | 20 | 18 | 17 | 17 | |
Avg Max Decline | -2.48% | -2.09% | -1.38% | -2.53% | -2.46% | -2.26% | -2.52% | -2.56% | -2.04% | -2.66% | -1.65% | |
Max Decline | -13.50% | -9.39% | -7.91% | -9.20% | -10.00% | -7.15% | -15.57% | -11.24% | -8.78% | -7.11% | -5.83% | |
Avg Days to Max Decline | 12 | 9 | 7 | 9 | 8 | 5 | 6 | 7 | 7 | 9 | 5 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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