MRCI Online
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| ScenarioSM Study for December Copper(CMX) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 24 | 20 | 22 | 30 | 22 | 22 | 21 | 21 | |
| Exceeded High | 23 | 25 | 22 | 16 | 16 | 21 | 20 | 17 | 14 | 15 | 18 | |
| Scenario Percentage | 92% | 96% | 76% | 67% | 80% | 95% | 67% | 77% | 64% | 71% | 86% | |
| Avg Max Increase | 11.96% | 12.57% | 9.41% | 8.90% | 10.01% | 9.63% | 9.47% | 15.52% | 18.42% | 15.42% | 6.75% | |
| Max Increase | 36.44% | 54.10% | 60.00% | 24.20% | 30.26% | 20.46% | 24.52% | 48.78% | 51.10% | 70.42% | 21.95% | |
| Avg Days To Max Increase | 19 | 14 | 13 | 14 | 21 | 21 | 19 | 22 | 18 | 14 | 15 | |
| Avg Max Decline | -2.55% | -2.27% | -1.96% | -2.43% | -2.57% | -1.72% | -2.63% | -3.08% | -1.89% | -2.16% | -1.46% | |
| 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 | 8 | 6 | 5 | 7 | 8 | 11 | 10 | 7 | 8 | 4 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | 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.
