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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December 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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 44 44 44 44 44 44 44 44 45 45 45
Closed Higher 25 26 30 23 21 21 31 23 23 22 21
Exceeded High 23 25 23 15 16 20 21 18 15 16 16
Scenario Percentage 92% 96% 77% 65% 76% 95% 68% 78% 65% 73% 76%
Avg Max Increase 11.22% 12.47% 9.03% 9.23% 10.01% 9.87% 9.13% 14.76% 17.23% 14.33% 6.42%
Max Increase 36.44% 54.10% 60.00% 24.20% 30.26% 20.46% 24.52% 48.78% 51.10% 70.42% 21.95%
Avg Days To Max Increase 20 14 13 15 21 22 19 22 19 15 12
Avg Max Decline -2.44% -1.90% -1.90% -2.25% -2.57% -1.80% -2.50% -2.90% -1.79% -2.10% -1.41%
Max Decline -8.58% -7.38% -6.90% -15.00% -10.53% -5.49% -7.01% -11.29% -7.96% -10.87% -5.75%
Avg Days to Max Decline 9 7 6 6 7 9 10 10 7 9 3
2007 Contract Condition   Yes Yes Yes   Yes Yes   Yes    
Action   Yes Yes Yes   Yes No   Yes    
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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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 44 44 44 44 44 44 44 44 45 45 45
Closed Lower 19 18 13 21 22 23 12 21 22 22 24
Penetrated Low 10 12 12 14 17 14 10 14 18 14 18
Scenario Percentage 53% 67% 92% 67% 77% 61% 83% 67% 82% 64% 75%
Avg Max Decline 6.25% 8.68% 4.95% 7.45% 8.99% 6.90% 11.85% 11.89% 8.53% 9.07% 19.42%
Max Decline 11.97% 32.33% 12.22% 13.82% 23.72% 20.37% 31.84% 22.78% 17.30% 17.94% 63.42%
Avg Days To Max Decline 9 15 22 15 12 18 20 20 18 14 13
Avg Max Increase -1.67% -1.87% -4.63% -1.69% -1.97% -1.55% -1.17% -2.25% -2.21% -1.53% -3.07%
Max Increase -5.53% -5.68% -14.85% -6.76% -8.56% -8.80% -8.33% -9.74% -7.57% -4.40% -13.23%
Avg Days to Max Increase 8 7 17 6 8 10 12 9 9 4 7
2007 Contract Condition Yes       Yes     Yes   Yes Yes
Action Yes       No     No   Yes Yes
High 269.50 284.10 306.60 356.10 368.85 344.20 370.20 361.25 369.80 378.00 349.35
Low 243.50 238.00 261.00 303.50 312.50 317.25 339.60 304.70 320.60 343.00 287.05
Close/Last 254.00 271.95 306.10 347.05 333.20 340.30 362.15 339.70 364.00 347.30 315.70

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