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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Gold(CMX) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 32 32 32 32 33 33 33 33 33 33 33
Closed Higher 21 12 16 15 13 13 12 14 14 10 14
Exceeded High 12 9 12 13 9 8 8 9 10 7 11
Scenario Percentage 57% 75% 75% 87% 69% 62% 67% 64% 71% 70% 79%
Avg Max Increase 8.90% 7.00% 13.13% 11.79% 5.24% 3.37% 8.66% 7.65% 6.77% 6.83% 7.45%
Max Increase 22.72% 14.41% 103.03% 58.22% 9.68% 7.05% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase 16 11 14 14 13 13 16 17 14 14 15
Avg Max Decline -0.89% -1.12% -1.19% -1.10% -1.82% -1.14% -0.89% -1.09% -1.49% -1.24% -1.33%
Max Decline -4.16% -3.13% -7.52% -5.91% -6.76% -2.68% -1.97% -5.22% -4.89% -4.32% -3.56%
Avg Days to Max Decline 10 2 8 7 7 2 6 7 6 12 2
2007 Contract Condition   Yes Yes   Yes Yes   Yes     Yes
Action   Yes Yes   Yes No   No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years 32 32 32 32 33 33 33 33 33 33 33
Closed Lower 11 20 16 17 20 20 21 19 19 22 19
Penetrated Low 8 17 12 15 16 18 18 16 16 12 17
Scenario Percentage 73% 85% 75% 88% 80% 90% 86% 84% 84% 55% 89%
Avg Max Decline 4.32% 5.01% 7.93% 7.41% 5.18% 6.61% 4.54% 4.86% 6.73% 6.07% 11.36%
Max Decline 8.59% 14.35% 25.16% 21.14% 20.15% 29.37% 10.55% 14.94% 19.39% 18.48% 65.47%
Avg Days To Max Decline 14 14 18 18 14 14 18 19 15 11 16
Avg Max Increase -0.91% -1.85% -2.04% -0.33% -2.07% -1.65% -1.52% -2.60% -1.91% -1.18% -3.15%
Max Increase -2.05% -7.54% -5.97% -2.71% -12.81% -8.60% -7.05% -5.92% -4.86% -3.89% -9.52%
Avg Days to Max Increase 11 9 12 9 9 9 10 12 5 9 -33
2007 Contract Condition Yes     Yes     Yes   Yes Yes  
Action Yes     Yes     No   Yes Not Yet  
High 671.5 635.4 671.5 671.5 671.7 706.0 692.3 704.1 699.7 679.5 688.4
Low 605.4 586.0 631.5 635.7 621.0 663.9 647.2 668.5 657.5 641.1 646.7
Close/Last 626.9 630.2 671.5 656.5 670.5 685.0 675.2 689.9 666.7 650.9 666.9

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