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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Gold(CMX) as of Dec 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 35 35 35 35 35 36 36 36
Closed Higher   17 10 17 17 24 14 18 17 15 17 12
Exceeded High   12 7 13 14 16 11 16 15 10 11 7
Scenario Percentage   71% 70% 76% 82% 67% 79% 89% 88% 67% 65% 58%
Avg Max Increase   6.50% 5.71% 12.56% 12.63% 9.59% 8.33% 11.56% 12.45% 6.32% 4.06% 5.84%
Max Increase   26.63% 13.22% 41.74% 36.12% 22.65% 17.89% 102.90% 60.45% 11.41% 6.98% 14.47%
Avg Days To Max Increase   13 16 17 21 15 12 15 15 15 16 20
Avg Max Decline   -1.20% -0.92% -1.90% -0.63% -1.87% -1.37% -2.38% -1.83% -2.65% -1.38% -0.84%
Max Decline   -4.91% -4.21% -4.29% -3.49% -6.30% -6.01% -9.36% -9.23% -7.12% -3.05% -1.85%
Avg Days to Max Decline   7 13 8 3 9 2 9 6 7 4 5
2010 Contract Condition   Yes   Yes   Yes Yes Yes     Yes  
Action   Yes   Yes   Yes Yes Yes     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 35 35 35 35 35 36 36 36
Closed Lower   18 25 18 18 11 21 17 18 21 19 24
Penetrated Low   16 14 14 12 7 16 13 16 17 17 18
Scenario Percentage   89% 56% 78% 67% 64% 76% 76% 89% 81% 89% 75%
Avg Max Decline   6.42% 5.69% 5.37% 8.24% 5.05% 5.57% 7.27% 7.11% 5.17% 6.58% 3.24%
Max Decline   19.63% 21.13% 19.58% 20.91% 8.36% 14.95% 24.92% 21.29% 20.24% 30.36% 9.56%
Avg Days To Max Decline   15 15 15 21 18 12 15 15 14 12 11
Avg Max Increase   -1.62% -1.49% -0.71% -1.48% -1.09% -2.21% -1.58% -0.91% -2.29% -1.45% -0.74%
Max Increase   -4.67% -5.30% -5.00% -11.21% -2.41% -7.69% -5.91% -6.30% -12.86% -5.45% -3.99%
Avg Days to Max Increase   6 9 7 13 13 9 9 6 9 8 3
2010 Contract Condition     Yes   Yes       Yes Yes   Yes
Action     Yes   No       Yes Yes   Not Yet
High 935.8 987.5 993.6 962.7 976.8 1027.7 1073.3 1197.5 1229.0 1166.7 1131.5 1145.8
Low 875.6 895.6 921.7 910.9 934.6 952.1 989.3 1045.0 1076.5 1074.4 1044.5 1084.8
Close/Last 898.5 985.9 932.7 958.4 955.9 1011.5 1042.5 1183.6 1097.6 1083.8 1118.9 1113.3

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