|
 |
| 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 |
|
|
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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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
