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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, 2013
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   37 37 37 37 37 37 38 38 38 38 38
Closed Higher   18 19 25 16 19 19 16 19 13 16 16
Exceeded High   13 16 17 14 16 15 11 11 8 12 11
Scenario Percentage   72% 84% 68% 88% 84% 79% 69% 58% 62% 75% 69%
Avg Max Increase   13.61% 11.95% 9.45% 7.73% 11.47% 12.42% 6.00% 4.95% 9.59% 6.93% 3.81%
Max Increase   39.45% 36.10% 22.87% 17.87% 103.28% 59.53% 11.38% 11.23% 24.77% 14.45% 15.74%
Avg Days To Max Increase   17 19 15 11 13 15 16 17 14 16 12
Avg Max Decline   -1.92% -0.44% -1.62% -1.58% -1.66% -1.79% -2.54% -1.48% -1.11% -1.15% -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   7 4 9 2 6 5 7 5 5 7 4
2012 Contract Condition   Yes Yes   Yes Yes   Yes        
Action   Yes Yes   Yes No   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   37 37 37 37 37 37 38 38 38 38 38
Closed Lower   19 18 12 21 17 18 22 19 25 22 22
Penetrated Low   14 13 7 17 13 15 17 17 21 17 14
Scenario Percentage   74% 72% 58% 81% 76% 83% 77% 89% 84% 77% 64%
Avg Max Decline   5.56% 7.92% 4.92% 5.29% 7.45% 7.38% 5.18% 6.96% 5.00% 4.28% 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% -1.57% -2.50% -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 10 11 4
2012 Contract Condition       Yes     Yes   Yes Yes Yes Yes
Action       No     No   Yes Yes Yes Not Yet
High 1565.0 1635.6 1917.6 1928.3 1757.5 1808.5 1772.0 1753.1 1794.3 1729.6 1685.4 1672.3
Low 1501.1 1489.5 1615.4 1544.1 1604.5 1678.2 1528.6 1576.9 1680.0 1629.8 1613.0 1526.7
Close/Last 1509.6 1635.6 1836.5 1627.2 1730.6 1755.4 1571.6 1743.3 1714.0 1671.9 1664.2 1562.6

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