MRCI Online
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| ScenarioSM Study for August Gold(CMX) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul |
| Tested Years | 40 | 40 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 26 | 16 | 21 | 19 | 18 | 19 | 14 | 17 | 18 | 14 | 18 | |
| Exceeded High | 16 | 13 | 16 | 16 | 13 | 12 | 9 | 11 | 13 | 10 | 14 | |
| Scenario Percentage | 62% | 81% | 76% | 84% | 72% | 63% | 64% | 65% | 72% | 71% | 78% | |
| Avg Max Increase | 9.20% | 7.43% | 11.80% | 12.02% | 6.26% | 4.61% | 8.75% | 7.03% | 6.47% | 5.95% | 7.48% | |
| Max Increase | 22.72% | 17.78% | 103.03% | 58.22% | 12.19% | 11.14% | 24.84% | 13.80% | 25.41% | 14.18% | 25.62% | |
| Avg Days To Max Increase | 15 | 10 | 15 | 15 | 14 | 16 | 15 | 16 | 13 | 14 | 15 | |
| Avg Max Decline | -0.92% | -1.01% | -1.57% | -1.44% | -2.01% | -1.15% | -0.99% | -1.17% | -1.67% | -1.44% | -1.33% | |
| Max Decline | -4.16% | -3.13% | -8.14% | -8.72% | -6.76% | -2.97% | -1.97% | -5.22% | -4.89% | -4.32% | -3.56% | |
| Avg Days to Max Decline | 8 | 3 | 7 | 7 | 7 | 6 | 6 | 6 | 6 | 11 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
