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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Gold(CMX) as of Oct 20, 2019
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   44 44 44 44 44 44 45 45 45 45 45
Closed Higher   22 24 27 18 22 22 22 22 16 19 19
Exceeded High   16 19 18 15 19 18 15 14 10 13 13
Scenario Percentage   73% 79% 67% 83% 86% 82% 68% 64% 63% 68% 68%
Avg Max Increase   12.72% 10.83% 8.99% 7.57% 11.04% 11.44% 6.65% 4.96% 8.56% 6.79% 4.12%
Max Increase   39.45% 36.10% 22.87% 17.87% 103.28% 59.53% 15.31% 11.23% 24.77% 14.45% 15.74%
Avg Days To Max Increase   18 17 15 12 15 16 17 18 13 17 13
Avg Max Decline   -1.89% -0.51% -1.55% -1.57% -1.70% -1.61% -2.03% -1.55% -1.13% -1.61% -1.01%
Max Decline   -4.27% -3.52% -6.24% -6.23% -8.99% -9.14% -6.94% -4.71% -2.05% -7.09% -2.79%
Avg Days to Max Decline   7 4 8 3 6 6 6 7 4 8 3
2019 Contract Condition         Yes Yes Yes Yes       Yes
Action         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   44 44 44 44 44 44 45 45 45 45 45
Closed Lower   22 20 17 26 21 22 23 23 29 26 26
Penetrated Low   16 14 11 22 17 16 18 21 23 21 17
Scenario Percentage   73% 70% 65% 85% 81% 73% 78% 91% 79% 81% 65%
Avg Max Decline   5.57% 7.71% 5.08% 5.61% 6.66% 7.38% 5.25% 6.94% 4.81% 4.48% 4.64%
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   16 19 15 13 15 16 14 15 18 15 14
Avg Max Increase   -0.87% -1.66% -1.78% -2.09% -1.69% -1.00% -2.27% -1.70% -1.65% -2.31% -1.39%
Max Increase   -4.49% -10.34% -6.71% -7.69% -5.81% -5.94% -12.92% -8.85% -7.23% -6.06% -4.87%
Avg Days to Max Increase   6 14 14 10 11 7 8 9 10 10 4
2019 Contract Condition   Yes Yes Yes         Yes Yes Yes  
Action   Yes No No         Yes Yes Yes  
High 1340.9 1295.5 1249.3 1235.2 1264.0 1257.4 1298.9 1337.2 1356.0 1330.8 1314.7 1306.4
Low 1277.5 1241.6 1184.8 1201.6 1205.0 1215.0 1239.4 1288.3 1311.3 1287.5 1267.9 1267.3
Close/Last 1284.6 1250.9 1223.4 1213.2 1233.0 1237.9 1294.2 1331.6 1322.7 1298.5 1285.7 1305.8

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