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ScenarioSM Study for March Silver(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 17 | 25 | 16 | 26 | 20 | 27 | 20 | 20 | 25 | 25 | 21 | |
Exceeded High | 15 | 17 | 12 | 19 | 13 | 19 | 16 | 17 | 21 | 19 | 14 | |
Scenario Percentage | 88% | 68% | 75% | 73% | 65% | 70% | 80% | 85% | 84% | 76% | 67% | |
Avg Max Increase | 8.10% | 10.91% | 10.89% | 13.39% | 21.88% | 13.41% | 15.23% | 21.45% | 20.10% | 14.47% | 7.69% | |
Max Increase | 14.78% | 27.27% | 22.02% | 81.96% | 67.95% | 34.44% | 67.34% | 115.36% | 95.03% | 58.37% | 22.51% | |
Avg Days To Max Increase | 15 | 14 | 18 | 17 | 18 | 17 | 15 | 18 | 16 | 17 | 14 | |
Avg Max Decline | -2.09% | -2.11% | -2.03% | -3.28% | -1.93% | -3.14% | -2.89% | -1.50% | -2.96% | -3.25% | -1.26% | |
Max Decline | -9.18% | -9.91% | -7.22% | -13.99% | -10.68% | -11.59% | -10.90% | -10.80% | -14.99% | -14.24% | -3.66% | |
Avg Days to Max Decline | 4 | 9 | 7 | 9 | 5 | 7 | 5 | 3 | 10 | 8 | 3 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.