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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 43 44 45 45 45 45 45 45 45 45
Closed Higher   20 32 22 22 18 24 25 26 25 31 20
Exceeded High   19 22 18 14 14 22 25 25 21 22 12
Scenario Percentage   95% 69% 82% 64% 78% 92% 100% 96% 84% 71% 60%
Avg Max Increase   8.77% 8.16% 8.41% 12.56% 11.23% 10.70% 10.23% 12.31% 12.68% 11.80% 8.14%
Max Increase   29.45% 35.14% 25.32% 34.02% 18.99% 37.37% 41.67% 42.84% 45.27% 68.90% 24.72%
Avg Days To Max Increase   18 18 15 20 19 18 17 17 14 14 13
Avg Max Decline   -1.01% -2.27% -2.18% -2.04% -1.80% -3.44% -2.19% -3.34% -2.40% -3.05% -1.63%
Max Decline   -4.42% -14.38% -10.07% -8.34% -5.67% -9.98% -8.55% -11.06% -10.75% -8.66% -5.67%
Avg Days to Max Decline   5 11 12 9 10 9 9 8 5 8 3
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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   43 43 44 45 45 45 45 45 45 45 45
Closed Lower   23 11 21 23 26 21 20 19 20 14 25
Penetrated Low   14 9 15 20 19 15 13 10 13 11 17
Scenario Percentage   61% 82% 71% 87% 73% 71% 65% 53% 65% 79% 68%
Avg Max Decline   5.96% 8.15% 14.28% 9.10% 8.86% 10.52% 7.42% 8.03% 8.76% 6.60% 5.56%
Max Decline   16.44% 20.64% 50.39% 46.68% 31.11% 23.48% 16.91% 12.64% 32.96% 17.76% 13.11%
Avg Days To Max Decline   18 22 21 17 14 17 19 10 16 18 12
Avg Max Increase   -1.64% -1.12% -1.39% -1.71% -1.77% -2.10% -1.45% -1.52% -2.64% -4.80% -1.30%
Max Increase   -7.97% -7.59% -8.76% -4.73% -8.81% -9.98% -5.61% -6.04% -8.44% -8.96% -5.53%
Avg Days to Max Increase   12 13 8 7 3 10 10 7 9 16 4
2013 Contract Condition     Yes     Yes       Yes Yes Yes
Action     Yes     Yes       Yes Yes Yes
High 385.85 351.75 356.30 351.20 384.25 381.25 366.05 373.05 378.60 380.40 357.60 345.25
Low 339.35 331.00 336.50 332.00 348.30 350.00 343.75 353.40 361.50 353.35 338.80 305.70
Close/Last 339.35 351.75 344.60 347.15 377.00 353.60 365.90 366.20 374.50 354.75 340.20 318.75

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