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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Copper(CMX) as of Dec 30, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Higher   25 26 28 23 21 22 31 22 20 21 22
Exceeded High   23 24 21 17 17 21 21 17 12 15 19
Scenario Percentage   92% 92% 75% 74% 81% 95% 68% 77% 60% 71% 86%
Avg Max Increase   11.32% 12.71% 9.52% 9.61% 10.43% 10.55% 8.02% 12.91% 18.14% 15.69% 6.94%
Max Increase   36.44% 54.10% 60.00% 24.20% 30.26% 31.09% 20.77% 42.38% 51.10% 70.42% 21.95%
Avg Days To Max Increase   18 14 13 14 22 21 18 22 19 16 16
Avg Max Decline   -2.78% -2.10% -2.17% -2.46% -2.74% -1.95% -2.68% -3.47% -1.91% -2.23% -1.54%
Max Decline   -8.58% -9.41% -6.90% -15.00% -10.53% -5.49% -7.01% -11.29% -7.96% -10.87% -5.75%
Avg Days to Max Decline   9 7 6 6 9 8 11 12 8 9 4
2011 Contract Condition   Yes Yes     Yes Yes Yes     Yes  
Action   Yes No     Yes Yes 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   44 44 44 44 44 44 44 44 45 45 45
Closed Lower   19 18 15 21 22 22 12 22 25 23 23
Penetrated Low   11 12 13 16 17 13 10 16 21 15 15
Scenario Percentage   58% 67% 87% 76% 77% 59% 83% 73% 84% 65% 65%
Avg Max Decline   6.31% 8.68% 5.38% 8.13% 9.39% 7.23% 11.61% 15.45% 10.10% 10.59% 7.69%
Max Decline   11.97% 32.33% 12.22% 18.14% 23.72% 20.37% 31.84% 51.98% 47.15% 31.79% 23.16%
Avg Days To Max Decline   9 15 21 14 13 19 21 20 17 15 15
Avg Max Increase   -1.75% -1.87% -4.66% -1.56% -1.69% -1.66% -1.37% -1.96% -2.04% -2.10% -1.25%
Max Increase   -5.53% -5.68% -14.85% -6.76% -8.56% -8.80% -8.33% -9.74% -7.57% -10.11% -4.98%
Avg Days to Max Increase   8 7 16 6 8 11 11 8 8 4 3
2011 Contract Condition       Yes Yes       Yes Yes   Yes
Action       Yes Yes       Yes Yes   Not Yet
High 438.10 443.95 461.70 456.15 457.00 429.30 430.00 452.10 455.00 420.15 375.00 365.70
Low 385.05 419.80 426.00 413.00 419.00 389.00 405.00 426.60 384.20 307.15 299.40 320.40
Close/Last 437.70 443.95 451.20 435.00 421.05 421.45 429.75 450.05 420.45 315.20 363.20 356.30

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