MRCI Online
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| ScenarioSM Study for July Copper(CMX) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
| Tested Years | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 |
| Closed Higher | 21 | 23 | 18 | 20 | 25 | 26 | 26 | 33 | 23 | 21 | 23 |
| Exceeded High | 18 | 16 | 15 | 17 | 24 | 24 | 25 | 22 | 16 | 19 | 18 |
| Scenario Percentage | 86% | 70% | 83% | 85% | 96% | 92% | 96% | 67% | 70% | 90% | 78% |
| Avg Max Increase | 9.00% | 12.39% | 8.23% | 10.63% | 12.96% | 13.93% | 13.48% | 12.71% | 11.02% | 10.10% | 7.96% |
| Max Increase | 25.67% | 28.89% | 19.96% | 39.30% | 44.19% | 41.30% | 46.81% | 64.86% | 25.45% | 22.91% | 23.93% |
| Avg Days To Max Increase | 16 | 18 | 18 | 18 | 18 | 19 | 14 | 15 | 14 | 17 | 17 |
| Avg Max Decline | -1.56% | -1.85% | -2.75% | -2.77% | -1.79% | -3.25% | -2.51% | -2.70% | -2.85% | -2.97% | -1.54% |
| Max Decline | -8.85% | -7.34% | -13.92% | -9.72% | -8.27% | -10.04% | -10.51% | -7.75% | -16.01% | -12.21% | -5.47% |
| Avg Days to Max Decline | 10 | 9 | 10 | 9 | 8 | 9 | 9 | 7 | 6 | 8 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
