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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, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   33 33 33 33 33 33 34 34 34 34 34
Closed Higher   16 17 22 13 15 17 14 15 12 14 14
Exceeded High   11 14 14 11 13 14 9 9 7 10 9
Scenario Percentage   69% 82% 64% 85% 87% 82% 64% 60% 58% 71% 64%
Avg Max Increase   13.81% 12.53% 9.21% 7.31% 12.53% 12.31% 6.06% 4.19% 9.60% 7.47% 4.05%
Max Increase   39.45% 36.10% 22.87% 14.68% 103.28% 59.53% 11.38% 7.05% 24.77% 14.45% 15.74%
Avg Days To Max Increase   18 20 15 13 13 15 15 15 16 17 13
Avg Max Decline   -1.96% -0.42% -1.39% -1.70% -1.30% -1.27% -2.44% -1.25% -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   7 4 10 3 8 5 7 2 5 7 4
2008 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   33 33 33 33 33 33 34 34 34 34 34
Closed Lower   17 16 11 20 17 16 20 19 22 20 20
Penetrated Low   13 12 7 17 13 14 16 17 19 16 14
Scenario Percentage   76% 75% 64% 85% 76% 88% 80% 89% 86% 80% 70%
Avg Max Decline   4.47% 7.05% 4.92% 5.29% 7.45% 7.56% 5.28% 6.96% 4.72% 4.03% 4.75%
Max Decline   13.69% 21.71% 8.45% 14.61% 25.07% 21.53% 20.33% 29.03% 10.42% 10.02% 13.62%
Avg Days To Max Decline   16 20 15 12 16 17 14 15 19 16 14
Avg Max Increase   -0.89% -0.78% -1.00% -2.11% -1.90% -0.64% -2.22% -1.85% -1.63% -2.62% -1.46%
Max Increase   -4.49% -5.67% -2.06% -7.69% -5.81% -2.53% -12.92% -8.85% -7.23% -6.06% -4.87%
Avg Days to Max Increase   7 12 13 9 12 6 9 9 11 11 4
2008 Contract Condition           Yes       Yes Yes  
Action           No       Yes Yes  
High 708.6 717.0 704.4 769.1 818.6 865.0 858.9 945.2 983.8 1038.6 956.2 935.4
Low 672.1 680.0 669.7 706.2 746.5 793.0 795.5 851.5 893.0 909.0 864.1 846.4
Close/Last 681.2 697.2 699.0 767.9 813.8 800.7 850.4 932.5 980.0 921.5 865.1 887.3

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