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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, 2013
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 22 18 22 25 26 27 32 22 19 23
Exceeded High   18 15 14 19 25 25 24 21 16 17 19
Scenario Percentage   86% 68% 78% 86% 100% 96% 89% 66% 73% 89% 83%
Avg Max Increase   7.66% 12.52% 10.43% 10.97% 11.68% 12.46% 11.80% 12.11% 11.02% 10.15% 6.14%
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   17 20 21 18 18 18 14 15 14 16 14
Avg Max Decline   -1.78% -1.67% -2.08% -2.51% -1.77% -3.19% -2.42% -2.83% -2.85% -3.20% -1.29%
Max Decline   -8.85% -7.34% -5.52% -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 8 9 9 7 6 9 3
2012 Contract Condition       Yes     Yes Yes       Yes
Action       No     Yes No       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   23 23 27 23 20 19 18 13 23 26 22
Penetrated Low   15 19 19 17 14 11 11 11 19 18 11
Scenario Percentage   65% 83% 70% 74% 70% 58% 61% 85% 83% 69% 50%
Avg Max Decline   14.05% 9.13% 8.81% 9.52% 6.31% 7.09% 8.64% 6.70% 9.19% 10.19% 5.39%
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   20 18 15 16 15 9 15 19 15 13 10
Avg Max Increase   -1.36% -1.63% -1.64% -1.85% -0.92% -1.67% -2.13% -5.02% -2.36% -1.50% 0.10%
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   10 7 3 10 9 7 7 17 9 7 4
2012 Contract Condition   Yes Yes   Yes Yes     Yes Yes Yes  
Action   Yes Yes   No No     Yes Yes Yes  
High 451.00 452.60 419.10 376.85 363.30 363.70 396.00 400.00 395.10 396.60 385.55 350.65
Low 431.95 392.95 315.00 308.00 327.00 327.50 340.60 372.25 372.50 357.75 334.15 323.80
Close/Last 450.70 423.05 319.45 366.60 359.15 345.50 381.15 388.90 383.35 382.95 336.55 349.00

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