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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Copper(CMX) as of Sep 30, 2017
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   24 26 28 23 20 23 30 20 21 20 22
Exceeded High   23 23 20 17 15 22 20 15 11 13 16
Scenario Percentage   96% 88% 71% 74% 75% 96% 67% 75% 52% 65% 73%
Avg Max Increase   10.95% 12.74% 9.79% 9.11% 11.00% 9.36% 7.72% 12.14% 18.24% 16.76% 6.53%
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   17 15 12 14 23 19 18 21 18 15 14
Avg Max Decline   -2.54% -2.18% -2.35% -2.35% -2.84% -1.85% -2.61% -3.51% -1.88% -2.34% -1.60%
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   7 8 7 5 9 7 11 12 9 9 4
2017 Contract Condition   Yes         Yes Yes Yes   Yes  
Action   Yes         Yes 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 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   20 18 15 21 23 21 13 24 24 25 23
Penetrated Low   12 13 12 16 18 13 12 17 20 17 14
Scenario Percentage   60% 72% 80% 76% 78% 62% 92% 71% 83% 68% 61%
Avg Max Decline   6.59% 8.73% 5.57% 8.58% 9.51% 7.90% 10.60% 14.02% 9.68% 10.11% 7.90%
Max Decline   11.97% 32.33% 12.76% 18.14% 23.72% 20.37% 31.84% 51.98% 47.15% 31.79% 23.16%
Avg Days To Max Decline   10 16 21 16 14 19 19 19 17 15 15
Avg Max Increase   -1.80% -1.78% -5.17% -1.98% -1.70% -1.45% -1.36% -1.91% -2.03% -1.90% -1.44%
Max Increase   -5.53% -5.68% -14.85% -6.92% -8.56% -8.80% -8.33% -9.74% -7.57% -10.11% -4.98%
Avg Days to Max Increase   9 7 18 7 7 9 10 7 9 3 3
2017 Contract Condition     Yes Yes Yes Yes       Yes    
Action     Yes Yes Yes No       Not Yet    
High 272.15 276.45 285.65 278.90 274.10 271.65 273.40 294.05 313.55 317.85 299.00  
Low 247.00 251.00 265.25 260.00 254.75 250.25 254.45 265.10 287.95 289.40 293.75  
Close/Last 252.50 275.85 274.50 269.75 263.30 260.85 272.70 291.25 309.85 295.50 295.55  

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