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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Gold(CMX) as of Jan 01, 2015
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   39 39 39 39 39 39 39 39 39 39 40
Closed Higher   14 16 18 12 19 21 25 16 20 18 17
Exceeded High   9 11 13 8 16 17 19 13 16 15 13
Scenario Percentage   64% 69% 72% 67% 84% 81% 76% 81% 80% 83% 76%
Avg Max Increase   8.58% 6.35% 6.51% 5.78% 12.66% 11.80% 8.82% 7.56% 11.62% 12.31% 4.93%
Max Increase   24.03% 13.38% 26.39% 12.82% 42.74% 36.10% 21.89% 17.86% 102.79% 61.37% 11.74%
Avg Days To Max Increase   16 15 13 17 18 18 14 10 15 14 14
Avg Max Decline   -0.86% -1.10% -1.34% -1.35% -1.95% -0.68% -1.55% -1.37% -2.08% -1.85% -1.82%
Max Decline   -1.91% -5.03% -4.28% -3.92% -4.04% -3.70% -6.39% -3.39% -9.50% -9.36% -4.33%
Avg Days to Max Decline   6 8 7 14 7 3 7 2 7 6 3
2014 Contract Condition   Yes       Yes Yes         Yes
Action   No       Yes No         Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   39 39 39 39 39 39 39 39 39 39 40
Closed Lower   25 22 21 27 20 18 14 23 19 21 23
Penetrated Low   22 18 16 15 16 12 9 18 15 17 13
Scenario Percentage   88% 82% 76% 56% 80% 67% 64% 78% 79% 81% 57%
Avg Max Decline   5.04% 5.65% 7.37% 5.43% 5.68% 8.42% 6.20% 5.85% 6.95% 6.76% 4.17%
Max Decline   11.74% 19.58% 19.71% 21.05% 19.81% 21.59% 12.60% 15.38% 24.75% 19.93% 7.53%
Avg Days To Max Decline   18 19 16 15 16 20 19 14 15 13 15
Avg Max Increase   -1.53% -2.14% -1.85% -1.44% -0.98% -1.64% -1.84% -2.16% -1.60% -0.82% -0.96%
Max Increase   -9.30% -5.98% -4.94% -5.18% -5.65% -11.82% -5.84% -7.53% -6.56% -6.09% -3.87%
Avg Days to Max Increase   9 10 6 8 8 13 13 10 9 6 4
2014 Contract Condition     Yes Yes Yes     Yes Yes Yes Yes  
Action     Yes Yes No     Yes Yes Yes Not Yet  
High 1690.8 1622.3 1607.2 1482.6 1423.0 1346.5 1433.7 1416.7 1362.3 1327.4 1267.5 1279.8
Low 1569.5 1573.7 1334.3 1345.9 1187.9 1214.4 1274.0 1285.0 1254.0 1226.4 1181.4 1202.5
Close/Last 1585.4 1601.9 1477.2 1396.6 1227.0 1314.1 1396.8 1327.7 1324.5 1250.4 1202.3 1240.1

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