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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, 2014
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   38 38 38 38 38 38 39 39 39 39 39
Closed Higher   19 20 26 16 19 19 16 19 14 16 16
Exceeded High   14 17 18 14 16 15 11 11 8 12 11
Scenario Percentage   74% 85% 69% 88% 84% 79% 69% 58% 57% 75% 69%
Avg Max Increase   13.41% 11.63% 8.99% 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   18 18 15 11 13 15 16 17 14 16 12
Avg Max Decline   -1.90% -0.40% -1.55% -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 8 2 6 5 7 5 5 7 4
2013 Contract Condition   Yes Yes Yes           Yes    
Action   Yes Yes Yes           No    
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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   38 38 38 38 38 38 39 39 39 39 39
Closed Lower   19 18 12 22 18 19 23 20 25 23 23
Penetrated Low   14 13 7 18 14 16 18 18 21 18 15
Scenario Percentage   74% 72% 58% 82% 78% 84% 78% 90% 84% 78% 65%
Avg Max Decline   5.56% 7.92% 4.92% 5.27% 7.28% 7.38% 5.25% 7.48% 5.00% 4.81% 5.03%
Max Decline   19.65% 21.71% 8.45% 14.61% 25.07% 21.53% 20.33% 29.03% 10.42% 13.80% 13.62%
Avg Days To Max Decline   15 20 15 12 15 16 14 15 18 16 14
Avg Max Increase   -0.79% -1.52% -1.00% -2.11% -1.81% -1.00% -2.27% -1.89% -1.57% -2.41% -1.51%
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 10 12 7 8 9 10 10 4
2013 Contract Condition         Yes Yes Yes Yes Yes   Yes Yes
Action         Yes Yes Yes Yes Yes   Yes Yes
High 1646.3 1633.3 1700.5 1795.6 1803.0 1759.5 1728.8 1700.0 1689.1 1618.3 1604.3 1487.2
Low 1560.6 1576.1 1594.9 1696.6 1704.4 1679.1 1640.8 1631.3 1556.4 1562.5 1321.5 1336.3
Close/Last 1614.8 1620.6 1693.9 1780.0 1725.1 1716.9 1680.0 1664.1 1579.8 1595.7 1472.1 1392.6

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