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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Copper(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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 43 43 43 44 45 45 45 45 45 45
Closed Higher   23 19 19 31 23 22 18 22 26 25 24
Exceeded High   17 13 18 22 18 13 12 20 24 23 18
Scenario Percentage   74% 68% 95% 71% 78% 59% 67% 91% 92% 92% 75%
Avg Max Increase   9.13% 9.80% 9.70% 7.32% 9.61% 14.19% 16.17% 11.08% 10.18% 12.45% 7.72%
Max Increase   22.59% 24.85% 30.92% 19.39% 26.95% 42.58% 62.39% 35.25% 39.26% 43.44% 22.18%
Avg Days To Max Increase   16 24 17 16 20 20 20 18 16 15 17
Avg Max Decline   -2.51% -2.30% -1.18% -2.71% -3.58% -2.52% -1.84% -4.08% -2.37% -3.16% -1.66%
Max Decline   -14.06% -8.82% -5.01% -15.30% -9.82% -10.21% -6.80% -10.31% -8.88% -13.65% -8.10%
Avg Days to Max Decline   7 11 3 11 14 8 10 10 8 8 4
2014 Contract Condition     Yes   Yes Yes Yes     Yes   Yes
Action     No   Yes No No     Yes   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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 43 43 43 44 45 45 45 45 45 45
Closed Lower   20 24 24 11 21 23 25 23 19 20 21
Penetrated Low   17 19 13 10 15 19 19 15 12 11 10
Scenario Percentage   85% 79% 54% 91% 71% 83% 76% 65% 63% 55% 48%
Avg Max Decline   8.29% 8.38% 6.69% 10.86% 15.24% 10.23% 9.38% 10.92% 7.45% 7.80% 5.51%
Max Decline   17.75% 22.03% 18.21% 30.67% 51.51% 47.11% 31.61% 23.92% 16.93% 11.35% 27.47%
Avg Days To Max Decline   16 12 17 19 21 17 16 18 16 10 14
Avg Max Increase   -1.85% -1.22% -2.06% -1.17% -1.90% -2.07% -2.12% -2.59% -1.75% -2.72% -1.32%
Max Increase   -6.88% -8.53% -8.27% -8.17% -8.95% -6.24% -9.84% -11.76% -5.95% -11.49% -4.96%
Avg Days to Max Increase   8 5 13 11 8 7 4 10 10 6 3
2014 Contract Condition   Yes   Yes       Yes Yes   Yes  
Action   Yes   No       Yes No   Yes  
High 362.40 352.00 345.70 342.95 325.10 340.00 336.05 336.00 333.20 342.00 342.45 332.00
Low 347.30 315.00 309.60 305.00 305.20 313.90 320.40 323.15 313.50 315.80 319.05 317.50
Close/Last 348.00 323.80 334.10 308.55 314.75 324.55 333.30 330.90 320.50 339.65 319.70 323.85

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