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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Gold(CMX) as of Jan 01, 2016
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   40 40 40 40 40 40 41 41 41 41 41
Closed Higher   20 22 26 16 20 20 18 20 14 17 17
Exceeded High   15 17 18 14 17 16 12 12 8 12 11
Scenario Percentage   75% 77% 69% 88% 85% 80% 67% 60% 57% 71% 65%
Avg Max Increase   13.10% 11.63% 8.99% 7.73% 11.46% 12.30% 6.52% 4.98% 9.59% 6.93% 3.81%
Max Increase   39.45% 36.10% 22.87% 17.87% 103.28% 59.53% 12.25% 11.23% 24.77% 14.45% 15.74%
Avg Days To Max Increase   18 18 15 11 14 16 16 17 14 16 12
Avg Max Decline   -1.94% -0.40% -1.55% -1.58% -1.73% -1.77% -2.32% -1.32% -1.11% -1.15% -1.11%
Max Decline   -4.27% -3.52% -6.24% -6.23% -8.99% -9.14% -6.94% -3.04% -1.99% -5.25% -2.79%
Avg Days to Max Decline   7 4 8 2 6 5 7 5 5 7 4
2015 Contract Condition     Yes     Yes Yes Yes       Yes
Action     No     Yes Yes No       Not Yet
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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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   40 40 40 40 40 40 41 41 41 41 41
Closed Lower   20 18 14 24 19 20 23 21 27 24 24
Penetrated Low   15 13 9 20 15 16 18 19 22 19 16
Scenario Percentage   75% 72% 64% 83% 79% 80% 78% 90% 81% 79% 67%
Avg Max Decline   5.59% 7.92% 5.39% 5.43% 7.14% 7.38% 5.25% 7.39% 4.92% 4.64% 4.74%
Max Decline   19.65% 21.71% 8.45% 14.61% 25.07% 21.53% 20.33% 29.03% 10.42% 13.80% 13.62%
Avg Days To Max Decline   16 20 15 13 16 16 14 15 19 15 14
Avg Max Increase   -0.93% -1.52% -1.45% -1.93% -1.77% -1.00% -2.27% -1.83% -1.67% -2.51% -1.44%
Max Increase   -4.49% -10.34% -3.58% -7.69% -5.81% -5.94% -12.92% -8.85% -7.23% -6.06% -4.87%
Avg Days to Max Increase   7 14 15 9 12 7 8 9 10 11 4
2015 Contract Condition   Yes   Yes Yes       Yes Yes Yes  
Action   Yes   Yes Yes       Yes No Yes  
High 1327.8 1346.2 1322.3 1280.0 1257.0 1207.1 1240.0 1309.0 1286.5 1223.7 1224.5 1232.0
Low 1246.1 1285.0 1278.0 1208.0 1163.4 1134.1 1143.2 1169.0 1190.8 1142.4 1174.1 1168.4
Close/Last 1324.3 1285.0 1289.6 1213.5 1173.5 1176.4 1185.4 1280.0 1214.0 1183.2 1182.4 1189.4

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