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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, 2015
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   17 22 26 25 26 29 21 20 22 30 21
Exceeded High   13 19 25 24 23 19 15 16 21 19 13
Scenario Percentage   76% 86% 96% 96% 88% 66% 71% 80% 95% 63% 62%
Avg Max Increase   9.73% 10.45% 11.14% 11.56% 11.53% 11.58% 10.68% 12.67% 9.28% 8.38% 7.57%
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   22 18 16 15 13 13 13 21 16 17 17
Avg Max Decline   -2.06% -2.19% -1.45% -2.46% -2.28% -2.57% -2.62% -2.98% -2.10% -2.72% -1.91%
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   13 9 8 8 8 6 6 9 6 9 5
2014 Contract Condition       Yes         Yes Yes Yes  
Action       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 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   28 23 19 19 19 16 23 25 23 14 24
Penetrated Low   20 17 12 12 13 13 18 20 14 13 15
Scenario Percentage   71% 74% 63% 63% 68% 81% 78% 80% 61% 93% 63%
Avg Max Decline   8.24% 9.12% 6.66% 6.93% 8.89% 6.34% 9.20% 9.17% 8.34% 9.63% 7.60%
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 17 16 9 16 21 16 14 21 13 18
Avg Max Increase   -1.32% -1.38% -0.45% -1.75% -1.77% -5.29% -1.86% -1.88% -3.47% -1.49% -1.10%
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 9 11 9 6 18 9 7 17 9 5
2014 Contract Condition   Yes Yes   Yes Yes Yes Yes       Yes
Action   Yes Yes   Yes Yes No No       Yes
High 337.80 336.20 331.90 337.45 338.05 328.35 322.20 309.90 317.80 321.05 329.45 325.55
Low 323.30 326.45 317.05 317.00 319.10 316.75 287.80 296.45 300.00 301.00 316.75 308.25
Close/Last 335.50 331.90 321.10 336.60 319.35 317.65 302.65 302.35 311.55 320.35 323.10 313.50

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