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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Copper(CMX) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 44 45 45 45 45 45 45 45 45 45 45
Closed Higher 20 22 26 26 26 32 23 21 21 30 22
Exceeded High 17 19 24 24 24 22 15 17 19 19 16
Scenario Percentage 85% 86% 92% 92% 92% 69% 65% 81% 90% 63% 73%
Avg Max Increase 7.35% 9.95% 13.07% 12.13% 11.75% 10.94% 9.49% 11.69% 10.18% 10.32% 8.01%
Max Increase 21.17% 40.41% 43.40% 38.84% 41.33% 62.57% 25.75% 35.70% 22.29% 32.22% 26.67%
Avg Days To Max Increase 19 18 19 18 13 14 14 20 19 17 17
Avg Max Decline -2.48% -2.05% -1.38% -2.42% -2.05% -2.17% -2.17% -2.56% -2.11% -2.66% -1.65%
Max Decline -13.50% -9.39% -7.91% -9.20% -8.43% -7.15% -15.57% -11.24% -8.78% -7.11% -5.83%
Avg Days to Max Decline 12 8 7 9 8 5 6 7 8 9 5
2007 Contract Condition         Yes Yes Yes   Yes Yes  
Action         Yes 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 44 45 45 45 45 45 45 45 45 45 45
Closed Lower 24 23 19 18 19 13 21 24 24 14 23
Penetrated Low 16 17 14 10 12 12 15 19 15 12 18
Scenario Percentage 67% 74% 74% 56% 63% 92% 71% 79% 62% 86% 78%
Avg Max Decline 6.92% 8.00% 6.16% 6.60% 8.88% 5.90% 8.01% 9.06% 8.02% 11.07% 22.74%
Max Decline 17.60% 22.61% 17.27% 12.18% 31.92% 15.35% 15.29% 25.51% 24.31% 33.03% 67.73%
Avg Days To Max Decline 15 17 16 9 16 21 16 14 20 15 17
Avg Max Increase -1.31% -2.08% -0.88% -1.58% -1.92% -4.73% -1.63% -2.22% -3.26% -1.37% -3.62%
Max Increase -4.33% -7.74% -4.38% -5.92% -6.10% -15.55% -6.40% -10.04% -13.83% -8.25% -15.02%
Avg Days to Max Increase 3 10 10 8 6 17 9 8 16 10 -29
2007 Contract Condition Yes Yes Yes Yes       Yes     Yes
Action Yes Yes Yes Yes       No     Not Yet
High 334.25 327.65 323.70 273.00 286.45 312.75 367.00 377.90 351.70 374.80 364.90
Low 304.95 301.50 285.00 247.30 238.75 263.15 309.75 316.15 321.55 343.75 304.10
Close/Last 322.50 319.55 288.60 258.70 274.90 311.70 353.55 338.90 345.05 364.85 341.10

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