|
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 |
|
|
|
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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