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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Copper(CMX) as of Dec 30, 2016
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   22 19 19 30 22 22 18 21 26 24 24
Exceeded High   17 13 18 21 17 12 11 19 24 22 18
Scenario Percentage   77% 68% 95% 70% 77% 55% 61% 90% 92% 92% 75%
Avg Max Increase   8.60% 9.55% 8.86% 7.04% 9.92% 14.51% 16.56% 11.50% 10.06% 12.47% 7.68%
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 17 20 19 22 19 16 16 18
Avg Max Decline   -2.32% -2.22% -1.09% -2.77% -3.54% -2.38% -2.09% -4.30% -2.39% -3.12% -1.91%
Max Decline   -14.06% -8.82% -5.01% -15.30% -9.82% -10.21% -6.80% -10.31% -9.34% -13.65% -8.10%
Avg Days to Max Decline   7 10 4 12 14 7 10 10 8 8 4
2016 Contract Condition   Yes         Yes     Yes   Yes
Action   Yes         No     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   21 24 24 12 22 23 25 24 19 21 21
Penetrated Low   17 19 13 11 15 19 19 16 12 11 11
Scenario Percentage   81% 79% 54% 92% 68% 83% 76% 67% 63% 52% 52%
Avg Max Decline   8.29% 8.77% 7.53% 10.56% 14.67% 9.67% 9.60% 10.97% 8.19% 7.80% 5.68%
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   16 13 17 20 20 18 16 18 17 10 16
Avg Max Increase   -1.85% -1.12% -1.76% -1.21% -1.89% -2.19% -2.06% -2.88% -1.73% -2.72% -1.36%
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   8 4 11 11 7 8 4 10 10 6 3
2016 Contract Condition     Yes Yes Yes Yes   Yes Yes   Yes  
Action     Yes Yes Yes No   Yes Yes   Not Yet  
High 290.25 289.00 294.25 276.45 265.90 242.70 249.45 243.80 236.95 214.85 213.95 215.65
Low 256.20 268.00 274.35 258.00 236.60 220.80 223.25 227.90 200.20 202.55 193.55 199.85
Close/Last 273.80 289.00 274.60 262.95 238.80 234.15 234.50 232.65 204.85 213.50 206.70 212.85

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