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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for August Gold(CMX) as of Apr 30, 2011
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   35 35 35 35 36 36 36 36 36 36 36
Closed Higher   24 14 18 17 15 16 12 15 17 12 15
Exceeded High   14 11 14 15 11 10 8 10 13 8 12
Scenario Percentage   58% 79% 78% 88% 73% 63% 67% 67% 76% 67% 80%
Avg Max Increase   9.82% 7.90% 12.46% 12.13% 6.04% 3.89% 8.66% 7.60% 6.47% 6.80% 6.98%
Max Increase   22.72% 17.78% 103.03% 58.22% 11.03% 7.05% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase   16 10 15 15 14 15 16 18 13 14 14
Avg Max Decline   -1.05% -0.90% -1.62% -1.47% -2.22% -1.27% -0.89% -1.19% -1.67% -1.29% -1.25%
Max Decline   -4.16% -3.13% -8.14% -8.72% -6.76% -2.97% -1.97% -5.22% -4.89% -4.32% -3.56%
Avg Days to Max Decline   9 2 7 7 7 4 6 7 6 12 2
2011 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes Yes    
Action   Yes Yes Yes No   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   35 35 35 35 36 36 36 36 36 36 36
Closed Lower   11 21 17 18 21 20 24 21 19 23 21
Penetrated Low   8 18 12 16 17 18 20 17 16 13 15
Scenario Percentage   73% 86% 71% 89% 81% 90% 83% 81% 84% 57% 71%
Avg Max Decline   4.32% 4.84% 7.93% 7.23% 5.07% 6.61% 4.81% 4.70% 6.73% 5.79% 3.91%
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 17 13 14 17 18 15 10 13
Avg Max Increase   -0.91% -2.05% -2.04% -0.66% -2.17% -1.65% -1.61% -2.57% -1.91% -1.25% -0.86%
Max Increase   -2.05% -7.54% -5.97% -5.65% -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
2011 Contract Condition           Yes            
Action           No            
High 1255.9 1320.0 1384.3 1429.1 1436.9 1429.5 1420.5 1451.1 1570.0 1577.7    
Low 1190.0 1245.0 1322.2 1337.3 1370.1 1314.2 1329.0 1389.8 1415.5 1542.4    
Close/Last 1255.9 1316.2 1364.3 1392.9 1427.7 1337.4 1412.6 1441.3 1557.7 1558.4    

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