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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Gold(CMX) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   38 38 38 38 38 38 38 38 39 39 39
Closed Higher   18 12 19 20 26 16 20 18 16 19 14
Exceeded High   13 8 15 17 18 13 17 15 11 11 8
Scenario Percentage   72% 67% 79% 85% 69% 81% 85% 83% 69% 58% 57%
Avg Max Increase   6.32% 5.66% 12.79% 11.72% 9.08% 7.82% 11.08% 12.45% 6.01% 4.27% 5.18%
Max Increase   26.63% 13.22% 41.74% 36.12% 22.65% 17.89% 102.90% 60.45% 11.41% 7.67% 12.44%
Avg Days To Max Increase   13 17 17 18 14 11 15 15 16 14 20
Avg Max Decline   -1.19% -1.16% -1.82% -0.60% -1.67% -1.52% -2.25% -1.83% -2.59% -1.30% -0.96%
Max Decline   -4.91% -4.21% -4.29% -3.49% -6.30% -6.01% -9.36% -9.23% -7.12% -3.05% -1.85%
Avg Days to Max Decline   7 13 7 3 8 2 8 6 7 5 5
2013 Contract Condition     Yes Yes Yes Yes           Yes
Action     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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   38 38 38 38 38 38 38 38 39 39 39
Closed Lower   20 26 19 18 12 22 18 20 23 20 25
Penetrated Low   16 15 14 12 7 17 14 17 18 18 18
Scenario Percentage   80% 58% 74% 67% 58% 77% 78% 85% 78% 90% 72%
Avg Max Decline   6.42% 5.40% 5.37% 8.24% 5.05% 5.54% 7.11% 7.13% 5.25% 7.11% 3.34%
Max Decline   19.63% 21.13% 19.58% 20.91% 8.36% 14.95% 24.92% 21.29% 20.24% 30.36% 9.56%
Avg Days To Max Decline   15 14 15 21 18 13 15 16 14 12 10
Avg Max Increase   -1.62% -1.31% -0.71% -1.48% -1.09% -2.20% -1.52% -0.93% -2.25% -1.50% -0.57%
Max Increase   -4.67% -5.30% -5.00% -11.21% -2.41% -7.69% -5.91% -6.30% -12.86% -5.45% -2.49%
Avg Days to Max Increase   6 8 7 13 13 10 9 7 8 9 3
2013 Contract Condition   Yes         Yes Yes Yes Yes Yes  
Action   No         Yes Yes Yes Yes Yes  
High 1691.3 1680.4 1646.9 1630.4 1698.5 1792.7 1801.8 1757.9 1726.7 1699.9 1687.0 1616.5
Low 1624.4 1538.7 1558.6 1567.0 1594.7 1694.7 1703.0 1678.0 1638.0 1627.9 1554.3 1560.4
Close/Last 1675.0 1572.6 1612.8 1618.7 1691.8 1778.0 1723.2 1714.8 1678.0 1662.0 1578.1 1594.8

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