|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for June Gold(CMX) as of Jan 07, 2009 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
| Tested Years |
33 |
33 |
33 |
33 |
33 |
33 |
34 |
34 |
34 |
34 |
34 |
| Closed Higher |
16 |
17 |
22 |
13 |
15 |
17 |
14 |
15 |
12 |
14 |
14 |
| Exceeded High |
11 |
14 |
14 |
11 |
13 |
14 |
9 |
9 |
7 |
10 |
9 |
| Scenario Percentage |
69% |
82% |
64% |
85% |
87% |
82% |
64% |
60% |
58% |
71% |
64% |
| Avg Max Increase |
13.81% |
12.53% |
9.19% |
7.31% |
12.54% |
12.16% |
5.84% |
4.17% |
9.55% |
7.41% |
4.03% |
| Max Increase |
39.45% |
36.10% |
22.87% |
14.68% |
103.28% |
59.53% |
11.38% |
7.05% |
24.77% |
14.45% |
15.74% |
| Avg Days To Max Increase |
18 |
20 |
15 |
13 |
15 |
15 |
14 |
15 |
16 |
17 |
13 |
| Avg Max Decline |
-1.96% |
-0.42% |
-1.39% |
-1.70% |
-1.83% |
-1.26% |
-2.41% |
-1.22% |
-1.00% |
-1.06% |
-1.01% |
| Max Decline |
-4.27% |
-3.52% |
-4.84% |
-6.23% |
-7.54% |
-6.10% |
-6.94% |
-2.79% |
-1.99% |
-5.25% |
-2.79% |
| Avg Days to Max Decline |
7 |
4 |
10 |
3 |
10 |
5 |
7 |
2 |
5 |
7 |
4 |
| 2008 Contract Condition |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
|
Yes |
| Action |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
|
Not Yet |
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
| Tested Years |
33 |
33 |
33 |
33 |
33 |
33 |
34 |
34 |
34 |
34 |
34 |
| Closed Lower |
17 |
16 |
11 |
20 |
17 |
16 |
20 |
19 |
22 |
20 |
20 |
| Penetrated Low |
13 |
12 |
7 |
17 |
13 |
14 |
16 |
17 |
19 |
16 |
16 |
| Scenario Percentage |
76% |
75% |
64% |
85% |
76% |
88% |
80% |
89% |
86% |
80% |
80% |
| Avg Max Decline |
4.47% |
7.05% |
4.92% |
5.29% |
7.45% |
7.56% |
5.28% |
6.90% |
4.72% |
4.02% |
12.31% |
| Max Decline |
13.69% |
21.71% |
8.45% |
14.61% |
25.07% |
21.53% |
20.33% |
29.03% |
10.42% |
10.02% |
38.88% |
| Avg Days To Max Decline |
16 |
20 |
15 |
12 |
16 |
17 |
14 |
15 |
19 |
16 |
13 |
| Avg Max Increase |
-0.89% |
-0.78% |
-1.00% |
-2.11% |
-1.90% |
-0.61% |
-2.21% |
-1.85% |
-1.59% |
-2.47% |
-1.79% |
| Max Increase |
-4.49% |
-5.67% |
-2.06% |
-7.69% |
-5.81% |
-2.53% |
-12.92% |
-8.85% |
-7.23% |
-6.06% |
-6.29% |
| Avg Days to Max Increase |
7 |
12 |
13 |
9 |
12 |
6 |
9 |
9 |
11 |
11 |
6 |
| 2008 Contract Condition |
|
|
|
|
Yes |
|
|
|
Yes |
Yes |
|
| Action |
|
|
|
|
No |
|
|
|
Yes |
Yes |
|
| High |
717.0 |
704.4 |
769.1 |
818.6 |
865.0 |
858.9 |
945.2 |
983.8 |
1038.6 |
956.2 |
931.0 |
| Low |
680.0 |
669.7 |
706.2 |
746.5 |
793.0 |
795.5 |
851.5 |
893.0 |
909.0 |
864.7 |
846.5 |
| Close/Last |
697.2 |
699.0 |
767.9 |
813.8 |
800.7 |
850.4 |
932.5 |
980.0 |
921.5 |
865.1 |
887.3 |
|
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