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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Copper(CMX) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Higher   22 24 19 21 26 26 26 33 23 20 23
Exceeded High   19 17 16 18 25 24 25 22 15 18 18
Scenario Percentage   86% 71% 84% 86% 96% 92% 96% 67% 65% 90% 78%
Avg Max Increase   8.61% 11.69% 7.87% 10.40% 12.95% 13.60% 12.36% 12.08% 10.41% 9.73% 7.95%
Max Increase   25.67% 28.89% 19.96% 39.30% 44.19% 41.30% 46.81% 64.86% 25.45% 22.91% 23.93%
Avg Days To Max Increase   17 19 19 18 19 19 14 15 14 16 17
Avg Max Decline   -1.48% -1.78% -2.59% -2.61% -1.72% -3.05% -2.53% -2.60% -2.78% -2.92% -1.21%
Max Decline   -8.85% -7.34% -13.92% -9.72% -8.27% -10.04% -10.51% -7.75% -16.01% -12.21% -5.13%
Avg Days to Max Decline   10 8 10 9 7 9 9 7 5 7 3
2008 Contract Condition     Yes       Yes Yes   Yes   Yes
Action     Yes       Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   44 45 45 45 45 45 45 45 45 45 45
Closed Lower   22 21 26 24 19 19 19 12 22 25 22
Penetrated Low   13 17 18 18 15 10 12 10 16 18 12
Scenario Percentage   59% 81% 69% 75% 79% 53% 63% 83% 73% 72% 55%
Avg Max Decline   10.31% 7.32% 7.64% 8.54% 6.09% 7.07% 9.14% 5.80% 8.28% 9.66% 5.01%
Max Decline   20.44% 14.76% 17.77% 22.17% 16.97% 12.34% 32.42% 19.20% 16.99% 26.78% 15.23%
Avg Days To Max Decline   21 18 15 15 16 9 15 20 16 14 10
Avg Max Increase   -1.75% -1.83% -1.36% -2.08% -1.09% -1.59% -2.09% -4.70% -2.61% -1.99% 0.04%
Max Increase   -7.90% -4.58% -4.59% -8.61% -4.01% -5.83% -6.44% -15.97% -11.15% -9.43% -1.99%
Avg Days to Max Increase   11 8 3 10 10 7 7 17 11 7 4
2008 Contract Condition   Yes   Yes Yes Yes     Yes   Yes  
Action   No   Yes Yes No     No   Yes  
High 347.40 342.70 356.00 365.50 346.90 321.55 338.20 389.00 400.70 404.50 426.05 391.90
Low 327.00 297.75 315.00 343.75 294.35 288.00 306.00 319.50 345.85 371.25 355.05 350.65
Close/Last 345.15 329.30 354.45 347.35 319.20 305.70 331.15 384.25 383.10 390.45 360.60 389.55

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