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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Copper(CMX) as of Apr 30, 2011
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   21 23 18 21 26 26 26 33 22 21 22
Exceeded High   18 16 15 18 25 24 25 22 16 19 17
Scenario Percentage   86% 70% 83% 86% 96% 92% 96% 67% 73% 90% 77%
Avg Max Increase   8.08% 12.21% 9.02% 10.63% 12.64% 13.93% 12.08% 11.84% 11.02% 9.63% 6.47%
Max Increase   25.67% 28.89% 19.96% 39.30% 44.19% 41.30% 44.71% 64.86% 25.45% 21.25% 12.00%
Avg Days To Max Increase   16 19 20 17 18 19 14 14 14 15 15
Avg Max Decline   -1.79% -2.06% -2.65% -2.76% -1.66% -3.25% -2.44% -2.64% -2.85% -2.97% -1.33%
Max Decline   -8.85% -7.34% -13.92% -9.72% -8.27% -10.04% -10.51% -7.75% -16.01% -12.21% -5.47%
Avg Days to Max Decline   12 9 10 9 7 9 10 7 6 8 3
2011 Contract Condition   Yes Yes Yes Yes Yes Yes Yes     Yes  
Action   Yes Yes Yes Yes Yes Yes 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 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   23 22 27 24 19 19 19 12 23 24 23
Penetrated Low   14 18 19 18 14 11 12 10 17 17 12
Scenario Percentage   61% 82% 70% 75% 74% 58% 63% 83% 74% 71% 52%
Avg Max Decline   13.11% 9.44% 8.81% 9.31% 6.31% 7.09% 9.14% 5.80% 8.91% 10.57% 5.01%
Max Decline   49.51% 45.42% 29.97% 22.26% 16.97% 12.34% 32.42% 19.20% 18.89% 26.78% 15.23%
Avg Days To Max Decline   21 18 15 16 15 9 15 20 16 14 10
Avg Max Increase   -1.53% -1.73% -1.64% -1.67% -0.92% -1.67% -2.09% -4.70% -2.48% -1.57% 0.04%
Max Increase   -7.90% -4.58% -6.74% -8.61% -4.01% -5.83% -6.44% -15.97% -11.15% -7.91% -1.99%
Avg Days to Max Increase   11 7 3 9 9 7 7 17 10 7 4
2011 Contract Condition                 Yes Yes    
Action                 Not Yet Yes    
High 334.45 343.95 366.10 387.00 403.85 442.40 446.40 465.35 456.20 455.00 421.00  
Low 292.75 322.85 341.95 366.00 361.95 388.60 422.80 425.50 409.50 415.80 410.75  
Close/Last 334.45 337.85 365.55 373.95 381.25 442.30 446.40 450.65 432.55 417.90 419.60  

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