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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Silver(CMX) as of Apr 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   18 26 19 19 25 25 22 19 16 25 17
Exceeded High   11 18 15 16 22 19 14 12 14 17 11
Scenario Percentage   61% 69% 79% 84% 88% 76% 64% 63% 88% 68% 65%
Avg Max Increase   21.54% 12.09% 14.59% 21.76% 18.80% 16.27% 9.04% 14.60% 9.37% 9.80% 9.63%
Max Increase   68.96% 32.04% 67.69% 113.82% 93.28% 56.94% 26.19% 57.27% 15.57% 27.24% 20.69%
Avg Days To Max Increase   17 18 13 18 14 17 11 12 15 11 16
Avg Max Decline   -1.57% -2.99% -2.64% -1.20% -2.18% -2.35% -1.51% -2.14% -2.99% -2.34% -1.43%
Max Decline   -9.66% -10.44% -10.22% -9.41% -9.87% -7.94% -5.56% -8.31% -9.23% -10.00% -4.85%
Avg Days to Max Decline   5 8 5 4 10 5 5 6 4 11 4
2011 Contract Condition   Yes Yes Yes Yes Yes   Yes Yes Yes    
Action   Yes Yes Yes Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   27 18 26 24 20 20 23 24 29 20 28
Penetrated Low   18 15 19 20 16 14 17 19 22 16 13
Scenario Percentage   67% 83% 73% 83% 80% 70% 74% 79% 76% 80% 46%
Avg Max Decline   8.73% 10.97% 7.35% 8.56% 8.95% 7.52% 10.99% 9.46% 10.17% 10.00% 6.30%
Max Decline   36.91% 29.44% 23.58% 33.90% 24.88% 17.48% 63.98% 44.81% 31.91% 24.72% 17.68%
Avg Days To Max Decline   20 19 17 16 19 17 19 16 19 14 13
Avg Max Increase   -2.51% -2.51% -3.17% -2.59% -3.37% -3.31% -2.89% -2.35% -3.13% -3.27% -1.71%
Max Increase   -15.22% -8.39% -13.04% -9.47% -11.99% -7.01% -11.25% -8.51% -8.65% -9.22% -6.35%
Avg Days to Max Increase   10 11 10 11 17 11 10 7 9 7 4
2011 Contract Condition             Yes       Yes  
Action             No          
High 1850.8 1952.0 2213.0 2495.0 2935.5 3104.0 3137.0 3421.0 3817.0 4984.5 4819.0  
Low 1757.0 1803.7 1943.0 2199.5 2423.0 2815.0 2645.0 2800.0 3361.5 3715.0 4220.0  
Close/Last 1813.7 1952.0 2192.4 2468.5 2831.1 3104.0 2820.0 3381.4 3791.3 4859.9 4608.4  

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