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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for February Gold(CMX) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   17 20 21 16 22 25 26 19 23 22 23
Exceeded High   12 14 16 12 19 20 19 14 19 20 17
Scenario Percentage   71% 70% 76% 75% 86% 80% 73% 74% 83% 91% 74%
Avg Max Increase   8.16% 6.08% 6.93% 6.42% 11.77% 10.56% 8.82% 7.40% 11.17% 10.79% 5.01%
Max Increase   24.03% 13.38% 26.39% 14.87% 42.74% 36.10% 21.89% 17.86% 102.79% 61.37% 12.93%
Avg Days To Max Increase   14 17 14 15 16 16 14 11 16 15 15
Avg Max Decline   -0.85% -1.71% -1.39% -1.19% -1.83% -0.74% -1.55% -1.38% -2.05% -1.49% -1.66%
Max Decline   -1.91% -6.79% -4.28% -3.92% -4.04% -3.70% -6.39% -3.39% -9.50% -9.36% -4.33%
Avg Days to Max Decline   5 11 7 9 6 4 7 3 7 6 4
2021 Contract Condition   Yes Yes Yes Yes Yes         Yes  
Action   Yes Yes 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 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   28 24 24 29 23 20 19 26 22 23 22
Penetrated Low   23 20 18 17 18 13 14 21 16 17 14
Scenario Percentage   82% 83% 75% 59% 78% 65% 74% 81% 73% 74% 64%
Avg Max Decline   4.64% 5.36% 6.97% 5.56% 5.68% 7.00% 5.63% 5.93% 6.20% 6.42% 3.77%
Max Decline   11.74% 19.58% 19.71% 21.05% 19.81% 18.06% 12.60% 15.38% 24.75% 19.93% 6.66%
Avg Days To Max Decline   18 19 16 14 16 19 18 15 14 12 13
Avg Max Increase   -1.66% -1.86% -1.68% -1.14% -1.04% -2.18% -2.45% -2.22% -1.22% -0.82% -0.99%
Max Increase   -9.30% -5.40% -4.94% -5.18% -5.65% -11.82% -6.82% -7.53% -5.73% -6.09% -3.87%
Avg Days to Max Increase   9 9 6 6 8 12 14 11 8 6 3
2021 Contract Condition             Yes Yes Yes Yes   Yes
Action             Yes Yes Yes No   Yes
High 1714.0 1713.8 1789.0 1788.4 1830.5 2013.7 2099.2 2008.2 1945.6 1973.3 1912.0 1962.5
Low 1578.5 1461.7 1587.6 1689.2 1698.4 1795.6 1884.0 1858.1 1866.7 1767.2 1778.4 1800.8
Close/Last 1587.0 1598.6 1706.3 1770.3 1827.5 1995.6 1986.5 1902.6 1887.2 1780.9 1895.1 1847.3

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