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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, 2016
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   40 40 40 40 41 41 41 41 41 41 41
Closed Higher   26 16 21 19 18 19 14 17 18 14 18
Exceeded High   16 13 16 16 13 12 9 11 13 10 14
Scenario Percentage   62% 81% 76% 84% 72% 63% 64% 65% 72% 71% 78%
Avg Max Increase   9.20% 7.43% 11.80% 12.02% 6.26% 4.61% 8.75% 7.03% 6.47% 5.95% 7.48%
Max Increase   22.72% 17.78% 103.03% 58.22% 12.19% 11.14% 24.84% 13.80% 25.41% 14.18% 25.62%
Avg Days To Max Increase   15 10 15 15 14 16 15 16 13 14 15
Avg Max Decline   -0.92% -1.01% -1.57% -1.44% -2.01% -1.15% -0.99% -1.17% -1.67% -1.44% -1.33%
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   8 3 7 7 7 6 6 6 6 11 3
2015 Contract Condition       Yes Yes Yes       Yes    
Action       Yes Yes No       No    
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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   40 40 40 40 41 41 41 41 41 41 41
Closed Lower   14 24 19 21 23 22 27 24 23 26 23
Penetrated Low   10 21 14 17 18 20 22 20 18 15 16
Scenario Percentage   71% 88% 74% 81% 78% 91% 81% 83% 78% 58% 70%
Avg Max Decline   4.84% 5.04% 7.53% 7.23% 5.14% 7.06% 4.91% 5.50% 6.86% 5.69% 3.60%
Max Decline   8.59% 14.35% 25.16% 21.14% 20.15% 29.37% 10.55% 19.96% 19.39% 18.48% 14.55%
Avg Days To Max Decline   15 15 18 17 14 14 18 18 15 11 13
Avg Max Increase   -1.29% -1.84% -1.85% -0.69% -2.11% -1.64% -1.66% -2.47% -1.84% -1.10% -1.00%
Max Increase   -3.42% -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   14 9 11 9 9 9 10 11 5 7 3
2015 Contract Condition   Yes Yes       Yes Yes Yes   Yes Yes
Action   Yes Yes       Yes No Yes   Yes Not Yet
High 1321.5 1287.2 1255.8 1208.0 1239.3 1309.0 1286.0 1224.0 1225.0 1232.8 1205.7 1174.4
Low 1279.0 1208.0 1167.0 1135.3 1147.8 1173.6 1193.9 1143.8 1175.2 1170.0 1162.1 1072.3
Close/Last 1290.4 1214.3 1174.3 1176.8 1185.9 1280.7 1214.7 1184.1 1183.4 1189.8 1171.8 1094.9

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