MRCI Online
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| ScenarioSM Study for September Copper(CMX) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 21 | 26 | 24 | 26 | 30 | 22 | 20 | 23 | 30 | 20 | |
| Exceeded High | 13 | 18 | 25 | 23 | 23 | 19 | 16 | 16 | 22 | 19 | 13 | |
| Scenario Percentage | 72% | 86% | 96% | 96% | 88% | 63% | 73% | 80% | 96% | 63% | 65% | |
| Avg Max Increase | 9.73% | 10.84% | 11.08% | 11.21% | 11.16% | 11.81% | 10.16% | 12.67% | 9.03% | 8.51% | 7.82% | |
| 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 | 22 | 19 | 16 | 15 | 14 | 14 | 13 | 21 | 16 | 18 | 19 | |
| Avg Max Decline | -2.06% | -2.35% | -1.48% | -2.44% | -2.44% | -2.69% | -2.59% | -2.98% | -2.17% | -2.72% | -1.91% | |
| Max Decline | -5.37% | -9.39% | -8.60% | -9.20% | -10.00% | -7.15% | -15.57% | -11.24% | -8.78% | -7.11% | -5.83% | |
| Avg Days to Max Decline | 13 | 10 | 8 | 8 | 9 | 7 | 6 | 9 | 6 | 9 | 5 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | No | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
