MRCI Online
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| ScenarioSM Study for December Copper(CMX) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 28 | 23 | 20 | 23 | 30 | 22 | 20 | 20 | 23 | |
| Exceeded High | 24 | 24 | 21 | 17 | 16 | 22 | 20 | 17 | 11 | 14 | 18 | |
| Scenario Percentage | 96% | 89% | 75% | 74% | 80% | 96% | 67% | 77% | 55% | 70% | 78% | |
| Avg Max Increase | 11.06% | 12.71% | 9.52% | 9.61% | 10.85% | 10.15% | 7.95% | 11.49% | 16.96% | 16.23% | 6.53% | |
| 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 | 23 | 20 | 17 | 21 | 18 | 15 | 14 | |
| Avg Max Decline | -2.69% | -2.10% | -2.17% | -2.46% | -2.80% | -1.91% | -2.64% | -3.42% | -1.72% | -2.14% | -1.44% | |
| 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 | 8 | 7 | 6 | 6 | 10 | 8 | 11 | 12 | 8 | 9 | 4 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | No | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
