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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, 2014
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   18 23 26 26 26 30 22 20 22 30 22
Exceeded High   14 20 25 25 23 20 16 16 21 20 14
Scenario Percentage   78% 87% 96% 96% 88% 67% 73% 80% 95% 67% 64%
Avg Max Increase   9.95% 10.57% 11.42% 11.31% 11.53% 11.48% 10.68% 13.13% 10.12% 8.68% 7.26%
Max Increase   21.17% 40.41% 43.40% 38.84% 43.92% 62.57% 25.75% 35.70% 30.55% 24.78% 15.61%
Avg Days To Max Increase   21 19 17 16 13 14 13 22 17 16 17
Avg Max Decline   -1.88% -1.99% -1.42% -2.62% -2.28% -2.49% -2.56% -2.88% -2.19% -2.65% -1.86%
Max Decline   -5.37% -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   12 9 9 9 8 6 7 10 6 9 5
2013 Contract Condition     Yes Yes Yes       Yes   Yes Yes
Action     Yes Yes Yes       No   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 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   27 22 19 18 19 15 22 25 23 14 23
Penetrated Low   19 16 12 11 12 13 18 20 14 13 14
Scenario Percentage   70% 73% 63% 61% 63% 87% 82% 80% 61% 93% 61%
Avg Max Decline   8.43% 9.61% 6.66% 6.66% 8.85% 6.34% 9.20% 9.17% 8.34% 9.63% 7.90%
Max Decline   30.54% 22.91% 17.27% 12.18% 31.92% 12.82% 18.69% 25.51% 24.31% 33.03% 22.35%
Avg Days To Max Decline   15 18 16 9 15 21 16 14 21 13 17
Avg Max Increase   -1.39% -1.49% -0.45% -1.66% -1.80% -5.29% -1.86% -1.88% -3.47% -1.49% -1.03%
Max Increase   -6.68% -7.74% -2.97% -5.92% -6.10% -15.55% -7.17% -10.04% -13.83% -8.25% -6.95%
Avg Days to Max Increase   3 10 11 8 7 18 9 7 17 9 4
2013 Contract Condition   Yes       Yes Yes Yes   Yes    
Action   Yes       Yes Yes Yes   No    
High 384.30 381.95 367.70 374.50 380.35 382.00 359.45 348.65 343.05 341.25 323.40 338.85
Low 349.20 352.00 345.00 356.50 364.10 357.25 342.50 308.40 306.90 298.55 302.50 310.20
Close/Last 377.30 354.60 367.40 368.00 376.60 357.65 343.90 320.10 330.75 305.75 311.85 322.50

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