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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Gold(CMX) as of Jan 01, 2008
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
Tested Years 32 32 32 32 32 32 33 33 33 33 33
Closed Higher 15 16 21 12 15 16 13 14 12 14 13
Exceeded High 10 13 13 10 13 13 8 8 7 10 9
Scenario Percentage 67% 81% 62% 83% 87% 81% 62% 57% 58% 71% 69%
Avg Max Increase 14.16% 12.17% 8.94% 7.41% 12.53% 12.09% 5.39% 3.86% 9.60% 7.47% 4.05%
Max Increase 39.45% 36.10% 22.87% 14.68% 103.28% 59.53% 9.60% 7.05% 24.77% 14.45% 15.74%
Avg Days To Max Increase 18 19 16 13 13 14 14 15 16 17 13
Avg Max Decline -1.76% -0.54% -1.28% -1.80% -1.30% -1.37% -2.21% -1.29% -1.00% -1.07% -1.01%
Max Decline -4.27% -3.52% -4.84% -6.23% -5.47% -6.10% -6.94% -2.92% -1.99% -5.25% -2.79%
Avg Days to Max Decline 6 4 10 3 8 5 8 2 5 7 4
2007 Contract Condition Yes     Yes Yes   Yes Yes   Yes  
Action No     Yes Yes   Yes No   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
Tested Years 32 32 32 32 32 32 33 33 33 33 33
Closed Lower 17 16 11 20 16 16 20 19 21 19 20
Penetrated Low 13 12 7 17 13 14 16 17 18 15 16
Scenario Percentage 76% 75% 64% 85% 81% 88% 80% 89% 86% 79% 80%
Avg Max Decline 4.47% 7.05% 4.92% 5.29% 7.45% 7.56% 5.28% 6.96% 4.53% 4.16% 12.31%
Max Decline 13.69% 21.71% 8.45% 14.61% 25.07% 21.53% 20.33% 29.03% 10.42% 10.02% 38.88%
Avg Days To Max Decline 16 20 15 12 16 17 14 15 20 17 13
Avg Max Increase -0.89% -0.78% -1.00% -2.11% -1.90% -0.64% -2.22% -1.85% -1.51% -2.65% -1.79%
Max Increase -4.49% -5.67% -2.06% -7.69% -5.81% -2.53% -12.92% -8.85% -7.23% -6.06% -6.29%
Avg Days to Max Increase 7 12 13 9 12 6 9 9 11 12 6
2007 Contract Condition   Yes Yes     Yes     Yes   Yes
Action   Yes Yes     Yes     No   Yes
High 701.6 685.0 667.0 630.0 668.0 668.9 667.5 699.0 686.4 698.0 693.3
Low 636.0 636.5 594.0 580.0 625.8 627.0 615.3 655.0 641.1 661.7 651.5
Close/Last 665.7 652.5 621.4 624.5 665.5 650.4 664.2 678.8 669.0 683.5 661.0

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