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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, 2014
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 22 17 23 26 26 26 32 22 19 22
Exceeded High   19 14 13 20 26 25 24 21 16 16 19
Scenario Percentage   86% 64% 76% 87% 100% 96% 92% 66% 73% 84% 86%
Avg Max Increase   7.82% 12.06% 10.72% 10.60% 11.38% 11.86% 11.80% 12.11% 11.02% 11.08% 6.64%
Max Increase   25.67% 28.89% 19.96% 39.30% 44.19% 41.30% 44.71% 64.86% 25.45% 22.91% 13.57%
Avg Days To Max Increase   17 20 21 19 17 17 14 15 14 18 16
Avg Max Decline   -1.67% -1.58% -2.06% -2.55% -1.75% -3.11% -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 11 9 8 9 9 7 6 9 3
2013 Contract Condition   Yes Yes   Yes Yes Yes       Yes  
Action   Yes No   Yes Yes Yes       Not Yet  
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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 23 28 22 19 19 19 13 23 26 23
Penetrated Low   15 19 20 16 13 11 12 11 19 18 11
Scenario Percentage   68% 83% 71% 73% 68% 58% 63% 85% 83% 69% 48%
Avg Max Decline   14.05% 9.13% 8.52% 9.81% 6.52% 7.09% 9.08% 5.97% 9.32% 10.19% 5.39%
Max Decline   49.51% 45.42% 29.97% 22.26% 16.97% 12.34% 32.42% 12.83% 18.89% 26.78% 15.23%
Avg Days To Max Decline   20 18 15 17 16 9 15 19 16 13 10
Avg Max Increase   -1.36% -1.63% -1.62% -1.71% -0.69% -1.67% -2.02% -5.42% -2.69% -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 9 10 7 8 17 11 7 4
2013 Contract Condition       Yes       Yes Yes Yes   Yes
Action       Yes       Yes Yes Yes   Not Yet
High 356.60 351.55 384.40 383.30 366.90 373.75 379.65 381.50 359.20 347.15 341.80 339.80
Low 338.00 332.45 348.80 351.55 344.00 354.75 362.85 354.95 340.70 306.85 304.25 298.35
Close/Last 344.90 347.55 377.20 354.10 366.70 367.20 375.65 356.25 342.20 318.75 329.25 305.05

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