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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Gold(CMX) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 34 34 34 34 35 35 35 35 35 35 35
Closed Higher 23 13 17 17 15 15 12 14 16 11 15
Exceeded High 13 10 13 15 11 9 8 9 12 8 11
Scenario Percentage 57% 77% 76% 88% 73% 60% 67% 64% 75% 73% 73%
Avg Max Increase 9.17% 6.91% 13.13% 12.13% 6.04% 3.71% 8.66% 7.65% 6.66% 6.67% 6.98%
Max Increase 22.72% 14.41% 103.03% 58.22% 11.03% 7.05% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase 16 11 16 15 14 13 16 17 13 14 12
Avg Max Decline -1.00% -1.05% -1.73% -1.47% -2.22% -1.08% -0.89% -1.09% -1.70% -1.29% -1.15%
Max Decline -4.16% -3.13% -8.14% -8.72% -6.76% -2.68% -1.97% -5.22% -4.89% -4.32% -3.56%
Avg Days to Max Decline 10 2 8 7 7 2 6 7 6 12 3
2009 Contract Condition Yes   Yes Yes Yes Yes     Yes   Yes
Action No   Yes Yes Yes No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 34 34 34 34 35 35 35 35 35 35 35
Closed Lower 11 21 17 17 20 20 23 21 19 23 20
Penetrated Low 8 18 12 15 16 18 20 17 16 13 18
Scenario Percentage 73% 86% 71% 88% 80% 90% 87% 81% 84% 57% 90%
Avg Max Decline 4.32% 4.84% 7.93% 7.41% 5.18% 6.61% 4.81% 4.70% 6.73% 5.79% 12.28%
Max Decline 8.59% 14.35% 25.16% 21.14% 20.15% 29.37% 10.55% 14.94% 19.39% 18.48% 65.47%
Avg Days To Max Decline 14 14 18 18 14 14 17 18 15 10 17
Avg Max Increase -0.91% -2.05% -2.04% -0.33% -2.07% -1.65% -1.61% -2.57% -1.91% -1.25% -2.98%
Max Increase -2.05% -7.54% -5.97% -2.71% -12.81% -8.60% -7.05% -5.92% -4.86% -3.89% -9.52%
Avg Days to Max Increase 11 9 12 9 9 9 10 12 5 8 -31
2009 Contract Condition   Yes         Yes Yes   Yes  
Action   Yes         Yes No   Yes  
High 926.8 919.7 833.7 891.0 932.1 1008.9 971.0 937.6 982.0 992.1 960.0
Low 758.6 723.4 711.3 756.8 810.0 895.0 888.0 867.5 883.1 913.2 904.8
Close/Last 899.0 725.8 823.9 887.4 932.1 946.5 926.7 892.8 980.3 927.4 953.7

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