|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for September 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 |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
| Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
19 |
21 |
26 |
26 |
26 |
31 |
22 |
21 |
22 |
29 |
22 |
| Exceeded High |
|
16 |
18 |
24 |
24 |
24 |
21 |
16 |
18 |
20 |
19 |
15 |
| Scenario Percentage |
|
84% |
86% |
92% |
92% |
92% |
68% |
73% |
86% |
91% |
66% |
68% |
| Avg Max Increase |
|
8.35% |
10.59% |
12.73% |
13.15% |
11.77% |
11.23% |
10.68% |
12.12% |
10.39% |
9.03% |
7.01% |
| Max Increase |
|
21.17% |
40.41% |
43.40% |
38.84% |
43.92% |
62.57% |
25.75% |
35.70% |
30.55% |
24.78% |
17.05% |
| Avg Days To Max Increase |
|
20 |
17 |
18 |
17 |
13 |
13 |
13 |
20 |
19 |
18 |
18 |
| Avg Max Decline |
|
-2.51% |
-2.20% |
-1.30% |
-2.72% |
-2.32% |
-2.32% |
-2.56% |
-2.62% |
-2.36% |
-2.84% |
-1.76% |
| Max Decline |
|
-13.50% |
-9.39% |
-7.91% |
-9.20% |
-10.00% |
-7.15% |
-15.57% |
-11.24% |
-8.78% |
-7.11% |
-5.83% |
| Avg Days to Max Decline |
|
11 |
9 |
7 |
9 |
9 |
5 |
7 |
8 |
8 |
10 |
5 |
| 2011 Contract Condition |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
|
Yes |
|
|
|
| Action |
|
Yes |
Yes |
Yes |
Yes |
No |
|
|
|
|
|
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
| Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
26 |
24 |
19 |
18 |
19 |
14 |
22 |
24 |
23 |
15 |
23 |
| Penetrated Low |
|
18 |
18 |
13 |
11 |
12 |
12 |
16 |
19 |
14 |
13 |
13 |
| Scenario Percentage |
|
69% |
75% |
68% |
61% |
63% |
86% |
73% |
79% |
61% |
87% |
57% |
| Avg Max Decline |
|
8.75% |
9.04% |
6.43% |
6.66% |
8.88% |
5.90% |
8.68% |
9.45% |
8.34% |
11.50% |
6.88% |
| Max Decline |
|
30.54% |
22.91% |
17.27% |
12.18% |
31.92% |
15.35% |
18.69% |
25.51% |
24.31% |
33.03% |
17.06% |
| Avg Days To Max Decline |
|
16 |
17 |
16 |
9 |
16 |
21 |
16 |
14 |
21 |
15 |
17 |
| Avg Max Increase |
|
-1.41% |
-1.51% |
-0.76% |
-1.66% |
-1.92% |
-4.73% |
-1.53% |
-1.96% |
-3.47% |
-1.27% |
-1.12% |
| Max Increase |
|
-6.68% |
-7.74% |
-4.38% |
-5.92% |
-6.10% |
-15.55% |
-6.40% |
-10.04% |
-13.83% |
-8.25% |
-6.95% |
| Avg Days to Max Increase |
|
3 |
9 |
11 |
8 |
6 |
17 |
8 |
8 |
17 |
9 |
4 |
| 2011 Contract Condition |
|
|
|
|
|
|
Yes |
Yes |
|
|
|
|
| Action |
|
|
|
|
|
|
Not Yet |
Yes |
|
|
|
|
| High |
365.35 |
385.20 |
402.35 |
440.65 |
445.90 |
463.50 |
455.70 |
456.20 |
422.15 |
|
|
|
| Low |
341.55 |
365.70 |
361.50 |
391.35 |
421.00 |
426.50 |
410.70 |
417.70 |
413.05 |
|
|
|
| Close/Last |
364.75 |
372.75 |
380.20 |
440.65 |
445.90 |
451.15 |
433.95 |
419.50 |
421.30 |
|
|
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
