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ScenarioSM Study for September Copper(CMX) as of Jan 01, 2010 | |||||||||||
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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 | 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 | 19 | 20 | 25 | 26 | 26 | 31 | 23 | 21 | 22 | 29 | 22 |
Exceeded High | 16 | 17 | 23 | 24 | 24 | 21 | 16 | 18 | 20 | 19 | 15 |
Scenario Percentage | 84% | 85% | 92% | 92% | 92% | 68% | 70% | 86% | 91% | 66% | 68% |
Avg Max Increase | 7.64% | 10.62% | 13.09% | 13.15% | 13.04% | 12.12% | 10.68% | 12.12% | 10.39% | 9.57% | 7.14% |
Max Increase | 21.17% | 40.41% | 43.40% | 38.84% | 43.92% | 62.57% | 25.75% | 35.70% | 30.55% | 24.78% | 17.05% |
Avg Days To Max Increase | 18 | 18 | 19 | 17 | 13 | 14 | 13 | 20 | 19 | 18 | 18 |
Avg Max Decline | -2.62% | -2.21% | -1.43% | -2.72% | -2.41% | -2.36% | -2.56% | -2.62% | -2.36% | -2.65% | -1.81% |
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 | 11 | 9 | 8 | 9 | 8 | 5 | 7 | 8 | 8 | 9 | 5 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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