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ScenarioSM Study for December 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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 45 | 45 | 45 |
Closed Higher | 25 | 26 | 29 | 24 | 21 | 22 | 30 | 22 | 21 | 21 | 21 |
Exceeded High | 23 | 25 | 22 | 17 | 17 | 21 | 20 | 17 | 13 | 15 | 18 |
Scenario Percentage | 92% | 96% | 76% | 71% | 81% | 95% | 67% | 77% | 62% | 71% | 86% |
Avg Max Increase | 12.38% | 13.76% | 10.11% | 9.61% | 10.57% | 10.40% | 8.93% | 13.15% | 17.05% | 15.23% | 6.86% |
Max Increase | 36.44% | 54.10% | 60.00% | 24.20% | 30.26% | 31.09% | 21.53% | 42.38% | 51.10% | 70.42% | 21.95% |
Avg Days To Max Increase | 18 | 14 | 13 | 14 | 21 | 22 | 19 | 22 | 18 | 16 | 16 |
Avg Max Decline | -2.75% | -2.24% | -2.05% | -2.46% | -2.56% | -2.01% | -2.59% | -3.50% | -1.88% | -2.12% | -1.58% |
Max Decline | -8.58% | -9.41% | -6.90% | -15.00% | -10.53% | -5.49% | -7.01% | -11.29% | -7.96% | -10.87% | -5.75% |
Avg Days to Max Decline | 9 | 8 | 6 | 6 | 8 | 9 | 11 | 12 | 7 | 7 | 4 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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