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ScenarioSM Study for December Copper(CMX) as of Dec 30, 2011 | ||||||||||||
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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 | Dec | 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 | 28 | 23 | 21 | 22 | 31 | 22 | 20 | 21 | 22 | |
Exceeded High | 23 | 24 | 21 | 17 | 17 | 21 | 21 | 17 | 12 | 15 | 19 | |
Scenario Percentage | 92% | 92% | 75% | 74% | 81% | 95% | 68% | 77% | 60% | 71% | 86% | |
Avg Max Increase | 11.32% | 12.71% | 9.52% | 9.61% | 10.43% | 10.55% | 8.02% | 12.91% | 18.14% | 15.69% | 6.94% | |
Max Increase | 36.44% | 54.10% | 60.00% | 24.20% | 30.26% | 31.09% | 20.77% | 42.38% | 51.10% | 70.42% | 21.95% | |
Avg Days To Max Increase | 18 | 14 | 13 | 14 | 22 | 21 | 18 | 22 | 19 | 16 | 16 | |
Avg Max Decline | -2.78% | -2.10% | -2.17% | -2.46% | -2.74% | -1.95% | -2.68% | -3.47% | -1.91% | -2.23% | -1.54% | |
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 | 7 | 6 | 6 | 9 | 8 | 11 | 12 | 8 | 9 | 4 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Not Yet |
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