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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Silver(CMX) as of May 31, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   20 18 27 25 21 17 17 25 15 29 18
Exceeded High   16 15 22 19 13 12 14 17 10 21 9
Scenario Percentage   80% 83% 81% 76% 62% 71% 82% 68% 67% 72% 50%
Avg Max Increase   13.29% 22.54% 18.59% 15.95% 8.28% 13.43% 11.18% 10.93% 12.17% 12.45% 25.19%
Max Increase   67.84% 112.83% 92.76% 56.52% 23.11% 57.10% 34.60% 26.68% 21.39% 96.91% 68.16%
Avg Days To Max Increase   14 20 14 19 9 12 15 15 18 13 17
Avg Max Decline   -2.17% -0.77% -1.85% -1.99% -1.12% -2.07% -2.32% -2.75% -2.14% -2.38% -0.89%
Max Decline   -9.87% -8.34% -9.37% -7.52% -5.58% -8.48% -9.33% -9.97% -5.42% -8.90% -4.32%
Avg Days to Max Decline   5 4 8 6 5 5 4 11 7 9 3
2010 Contract Condition     Yes     Yes Yes Yes   Yes    
Action     Yes     Yes Yes Yes        
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   25 27 18 20 24 27 28 20 29 16 27
Penetrated Low   19 22 14 14 18 21 22 17 19 11 12
Scenario Percentage   76% 81% 78% 70% 75% 78% 79% 85% 66% 69% 44%
Avg Max Decline   7.13% 7.68% 8.93% 6.74% 10.47% 10.64% 9.70% 9.63% 7.04% 6.54% 7.41%
Max Decline   23.28% 33.27% 24.57% 17.34% 63.79% 45.68% 31.67% 25.07% 19.88% 15.45% 24.45%
Avg Days To Max Decline   12 17 20 19 17 16 18 15 18 18 11
Avg Max Increase   -2.87% -2.22% -2.44% -2.87% -2.40% -2.17% -3.05% -2.81% -2.86% -1.44% -0.52%
Max Increase   -13.07% -8.56% -8.76% -7.44% -11.11% -7.92% -8.61% -9.01% -8.96% -10.95% -1.96%
Avg Days to Max Increase   8 13 18 11 9 6 7 7 13 6 3
2010 Contract Condition   Yes   Yes Yes       Yes      
Action   No   Yes Yes       Not Yet      
High 1752.9 1799.7 1898.0 1938.3 1886.4 1698.0 1765.5 1881.0 1986.5 1877.5    
Low 1515.1 1630.5 1651.8 1686.4 1610.0 1488.3 1650.0 1754.5 1715.0 1832.0    
Close/Last 1674.4 1633.1 1857.8 1690.8 1624.4 1656.2 1757.6 1866.7 1846.1 1859.1    

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