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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Gold(CMX) as of Dec 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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   35 35 35 35 35 35 36 36 36 36 36
Closed Higher   17 17 24 14 17 18 15 17 12 15 16
Exceeded High   12 14 16 12 15 15 10 10 7 11 11
Scenario Percentage   71% 82% 67% 86% 88% 83% 67% 59% 58% 73% 69%
Avg Max Increase   13.26% 12.53% 9.49% 8.19% 12.02% 12.42% 6.31% 4.32% 9.60% 7.44% 3.81%
Max Increase   39.45% 36.10% 22.87% 17.87% 103.28% 59.53% 11.38% 7.05% 24.77% 14.45% 15.74%
Avg Days To Max Increase   18 20 16 12 14 15 15 16 16 17 12
Avg Max Decline   -1.98% -0.42% -1.72% -1.47% -1.76% -1.79% -2.60% -1.43% -1.00% -1.16% -1.11%
Max Decline   -4.27% -3.52% -6.24% -6.23% -8.99% -9.14% -6.94% -3.04% -1.99% -5.25% -2.79%
Avg Days to Max Decline   8 4 9 3 7 5 7 4 5 7 4
2010 Contract Condition   Yes   Yes Yes Yes     Yes   Yes Yes
Action   Yes   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 Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   35 35 35 35 35 35 36 36 36 36 36
Closed Lower   18 18 11 21 17 17 21 19 24 21 20
Penetrated Low   14 13 7 17 13 15 17 17 20 16 14
Scenario Percentage   78% 72% 64% 81% 76% 88% 81% 89% 83% 76% 70%
Avg Max Decline   5.56% 7.92% 4.92% 5.29% 7.45% 7.38% 5.18% 6.96% 4.81% 4.03% 4.80%
Max Decline   19.65% 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   15 20 15 12 16 16 14 15 18 16 15
Avg Max Increase   -0.79% -1.52% -1.00% -2.11% -1.90% -0.99% -2.32% -1.85% -1.61% -2.62% -1.46%
Max Increase   -4.49% -10.34% -2.06% -7.69% -5.81% -5.94% -12.92% -8.85% -7.23% -6.06% -4.87%
Avg Days to Max Increase   7 14 13 9 12 7 8 9 11 11 4
2010 Contract Condition     Yes       Yes Yes   Yes    
Action     No       Yes Yes   No    
High 995.0 964.0 974.4 1029.0 1075.0 1199.0 1230.0 1164.1 1132.6 1146.6 1182.5 1249.7
Low 923.3 911.3 939.1 954.8 993.8 1054.0 1077.5 1075.8 1045.6 1086.1 1112.3 1156.2
Close/Last 934.2 959.9 957.2 1012.8 1043.5 1184.7 1098.8 1084.8 1120.1 1114.5 1180.7 1212.2

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