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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Copper(CMX) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 43 43 43 44 45 45 45 45 45 45
Closed Higher   23 19 20 30 23 22 18 23 26 26 23
Exceeded High   17 14 19 21 19 14 12 21 24 24 18
Scenario Percentage   74% 74% 95% 70% 83% 64% 67% 91% 92% 92% 78%
Avg Max Increase   9.13% 9.33% 9.39% 7.29% 9.53% 13.57% 16.17% 11.29% 10.47% 12.08% 7.72%
Max Increase   22.59% 24.85% 30.92% 19.39% 26.95% 42.58% 62.39% 35.25% 39.26% 43.44% 22.18%
Avg Days To Max Increase   16 23 17 16 20 20 20 18 16 16 17
Avg Max Decline   -2.51% -2.26% -1.23% -2.83% -3.40% -2.53% -1.84% -3.89% -2.33% -3.33% -1.66%
Max Decline   -14.06% -8.82% -5.01% -15.30% -9.82% -10.21% -6.80% -10.31% -8.88% -13.65% -8.10%
Avg Days to Max Decline   7 11 4 12 14 9 10 9 9 8 4
2013 Contract Condition       Yes   Yes Yes   Yes Yes Yes  
Action       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   43 43 43 43 44 45 45 45 45 45 45
Closed Lower   20 24 23 12 21 23 25 22 19 19 22
Penetrated Low   17 19 13 10 15 19 18 15 12 10 10
Scenario Percentage   85% 79% 57% 83% 71% 83% 72% 68% 63% 53% 45%
Avg Max Decline   8.09% 8.38% 6.69% 10.86% 15.24% 10.23% 9.61% 10.92% 7.45% 7.74% 5.51%
Max Decline   17.75% 22.03% 18.21% 30.67% 51.51% 47.11% 31.61% 23.92% 16.93% 11.35% 27.47%
Avg Days To Max Decline   15 12 17 19 21 17 15 18 16 9 14
Avg Max Increase   -1.45% -1.22% -2.06% -1.17% -1.90% -2.07% -2.20% -2.59% -1.75% -2.61% -1.32%
Max Increase   -6.88% -8.53% -8.27% -8.17% -8.95% -6.24% -9.84% -11.76% -5.95% -11.49% -4.96%
Avg Days to Max Increase   7 5 13 11 8 7 4 10 10 5 3
2013 Contract Condition   Yes Yes   Yes     Yes       Yes
Action   Yes Yes   Yes     Yes       Yes
High 396.20 396.15 385.70 351.65 356.80 352.40 384.80 382.90 365.15 372.10 377.25 379.25
Low 377.45 363.00 338.05 329.00 336.00 331.40 345.20 349.20 341.40 352.30 359.95 351.55
Close/Last 385.95 382.75 339.00 351.40 344.00 346.55 376.60 352.85 365.00 365.25 373.20 352.75

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