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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Gold(CMX) as of May 31, 2010
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   34 34 34 34 35 35 35 35 35 35 35
Closed Higher   23 13 17 17 15 15 12 14 16 11 15
Exceeded High   13 10 13 15 11 9 8 9 12 8 11
Scenario Percentage   57% 77% 76% 88% 73% 60% 67% 64% 75% 73% 73%
Avg Max Increase   9.17% 6.91% 13.13% 12.13% 6.04% 3.71% 8.66% 7.65% 6.66% 6.67% 6.98%
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 16 15 14 13 16 17 13 14 12
Avg Max Decline   -1.00% -1.05% -1.73% -1.47% -2.22% -1.08% -0.89% -1.09% -1.70% -1.29% -1.15%
Max Decline   -4.16% -3.13% -8.14% -8.72% -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
2010 Contract Condition   Yes Yes Yes     Yes   Yes Yes Yes  
Action   Yes Yes Yes     Yes   Yes 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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul
Tested Years   34 34 34 34 35 35 35 35 35 35 35
Closed Lower   11 21 17 17 20 20 23 21 19 23 20
Penetrated Low   8 18 12 15 16 18 20 17 16 13 15
Scenario Percentage   73% 86% 71% 88% 80% 90% 87% 81% 84% 57% 75%
Avg Max Decline   4.32% 4.84% 7.93% 7.41% 5.18% 6.61% 4.81% 4.70% 6.73% 5.79% 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 10 13
Avg Max Increase   -0.91% -2.05% -2.04% -0.33% -2.07% -1.65% -1.61% -2.57% -1.91% -1.25% -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 8 3
2010 Contract Condition         Yes Yes   Yes        
Action         Yes Yes   No        
High 976.4 1026.5 1076.1 1198.8 1230.7 1162.3 1132.5 1147.3 1183.3 1251.4 1230.6  
Low 940.6 956.4 996.4 1051.6 1079.0 1077.7 1050.0 1087.8 1114.0 1157.6 1211.6  
Close/Last 958.7 1014.3 1044.9 1185.9 1100.1 1085.6 1121.1 1115.7 1182.1 1215.0 1226.9  

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