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| MRCI's ScenarioSM Study |
| ScenarioSM Study for May Silver(CMX) as of Sep 09, 2010 |
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 |
| Tested Years |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
15 |
27 |
18 |
26 |
19 |
20 |
24 |
26 |
20 |
19 |
15 |
| Exceeded High |
10 |
19 |
11 |
18 |
15 |
17 |
20 |
20 |
13 |
12 |
12 |
| Scenario Percentage |
67% |
70% |
61% |
69% |
79% |
85% |
83% |
77% |
65% |
63% |
80% |
| Avg Max Increase |
11.49% |
12.60% |
21.19% |
12.06% |
14.53% |
20.83% |
20.39% |
15.78% |
8.86% |
14.19% |
8.79% |
| Max Increase |
22.00% |
80.59% |
68.28% |
32.02% |
67.55% |
114.83% |
93.80% |
57.31% |
23.75% |
57.48% |
13.70% |
| Avg Days To Max Increase |
17 |
17 |
20 |
18 |
14 |
18 |
14 |
17 |
11 |
12 |
16 |
| Avg Max Decline |
-1.44% |
-3.22% |
-1.70% |
-3.17% |
-2.61% |
-1.20% |
-2.25% |
-3.04% |
-1.65% |
-2.25% |
-2.98% |
| Max Decline |
-3.97% |
-12.99% |
-10.63% |
-11.70% |
-10.51% |
-9.71% |
-9.88% |
-14.63% |
-5.30% |
-8.31% |
-8.88% |
| Avg Days to Max Decline |
6 |
12 |
5 |
7 |
6 |
5 |
9 |
7 |
5 |
9 |
3 |
| 2010 Contract Condition |
|
Yes |
Yes |
Yes |
|
Yes |
|
|
Yes |
Yes |
Yes |
| Action |
|
Yes |
Yes |
Yes |
|
Yes |
|
|
Yes |
Yes |
Yes |
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 |
| Tested Years |
44 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
29 |
18 |
27 |
18 |
26 |
25 |
21 |
19 |
24 |
25 |
29 |
| Penetrated Low |
21 |
14 |
17 |
15 |
18 |
20 |
16 |
13 |
17 |
20 |
21 |
| Scenario Percentage |
72% |
78% |
63% |
83% |
69% |
80% |
76% |
68% |
71% |
80% |
72% |
| Avg Max Decline |
6.07% |
5.39% |
9.27% |
10.99% |
7.76% |
8.56% |
8.97% |
7.12% |
11.07% |
10.12% |
17.92% |
| Max Decline |
19.34% |
14.16% |
37.73% |
30.41% |
24.05% |
33.72% |
24.91% |
17.40% |
64.63% |
43.31% |
57.00% |
| Avg Days To Max Decline |
16 |
20 |
19 |
19 |
13 |
17 |
19 |
17 |
19 |
17 |
16 |
| Avg Max Increase |
-2.22% |
-4.21% |
-1.90% |
-2.58% |
-2.58% |
-2.73% |
-3.58% |
-3.61% |
-2.89% |
-2.42% |
-4.41% |
| Max Increase |
-7.63% |
-29.85% |
-15.43% |
-8.58% |
-7.99% |
-9.77% |
-12.06% |
-6.78% |
-11.28% |
-8.43% |
-17.72% |
| Avg Days to Max Increase |
11 |
8 |
11 |
11 |
7 |
9 |
17 |
12 |
13 |
6 |
10 |
| 2010 Contract Condition |
Yes |
|
|
|
Yes |
|
Yes |
Yes |
|
|
|
| Action |
Yes |
|
|
|
No |
|
Yes |
Yes |
|
|
|
| High |
1607.0 |
1408.1 |
1513.0 |
1748.7 |
1800.0 |
1894.5 |
1949.5 |
1890.0 |
1696.0 |
1766.5 |
1876.5 |
| Low |
1364.5 |
1264.0 |
1396.0 |
1504.0 |
1616.5 |
1635.5 |
1680.0 |
1604.0 |
1468.0 |
1633.0 |
1747.5 |
| Close/Last |
1368.6 |
1403.1 |
1497.6 |
1670.7 |
1630.1 |
1854.5 |
1686.6 |
1621.1 |
1652.1 |
1752.6 |
1861.1 |
|
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