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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, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   33 33 33 33 34 34 34 34 34 34 34
Closed Higher   22 13 16 16 14 14 12 14 15 11 14
Exceeded High   13 10 12 14 10 9 8 9 11 8 10
Scenario Percentage   59% 77% 75% 88% 71% 64% 67% 64% 73% 73% 71%
Avg Max Increase   9.17% 6.91% 13.13% 12.02% 5.82% 3.71% 8.66% 7.65% 7.16% 6.67% 7.49%
Max Increase   22.72% 14.41% 103.03% 58.22% 11.03% 7.05% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase   16 11 14 15 13 13 16 17 14 14 13
Avg Max Decline   -1.00% -1.05% -1.19% -0.95% -2.05% -1.08% -0.89% -1.09% -1.68% -1.29% -1.24%
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 3
2008 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   33 33 33 33 34 34 34 34 34 34 34
Closed Lower   11 20 17 17 20 20 22 20 19 22 20
Penetrated Low   8 17 12 15 16 18 19 17 16 12 15
Scenario Percentage   73% 85% 71% 88% 80% 90% 86% 85% 84% 55% 75%
Avg Max Decline   4.32% 5.01% 7.93% 7.41% 5.18% 6.61% 4.72% 4.70% 6.73% 6.07% 3.79%
Max Decline   8.59% 14.35% 25.16% 21.14% 20.15% 29.37% 10.55% 14.94% 19.39% 18.48% 14.55%
Avg Days To Max Decline   14 14 18 18 14 14 17 18 15 11 13
Avg Max Increase   -0.91% -1.85% -2.04% -0.33% -2.07% -1.65% -1.63% -2.57% -1.91% -1.18% -0.86%
Max Increase   -2.05% -7.54% -5.97% -2.71% -12.81% -8.60% -7.05% -5.92% -4.86% -3.89% -5.29%
Avg Days to Max Increase   11 9 12 9 9 9 10 12 5 9 3
2008 Contract Condition       Yes       Yes Yes     Yes
Action       No       Yes Yes     Yes
High 710.3 773.5 825.2 869.3 863.3 950.7 985.5 1039.8 959.5 940.1 937.7 989.6
Low 679.3 712.7 755.7 800.7 807.5 864.6 898.6 916.3 868.6 850.5 859.6 893.3
Close/Last 704.3 773.5 819.6 805.7 855.9 936.5 984.0 925.5 869.4 891.5 928.3 913.9

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