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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, 2010
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 29 24 21 22 30 22 21 21 21
Exceeded High 23 25 22 17 17 21 20 17 13 15 18
Scenario Percentage 92% 96% 76% 71% 81% 95% 67% 77% 62% 71% 86%
Avg Max Increase 12.38% 13.76% 10.11% 9.61% 10.57% 10.40% 8.93% 13.15% 17.05% 15.23% 6.86%
Max Increase 36.44% 54.10% 60.00% 24.20% 30.26% 31.09% 21.53% 42.38% 51.10% 70.42% 21.95%
Avg Days To Max Increase 18 14 13 14 21 22 19 22 18 16 16
Avg Max Decline -2.75% -2.24% -2.05% -2.46% -2.56% -2.01% -2.59% -3.50% -1.88% -2.12% -1.58%
Max Decline -8.58% -9.41% -6.90% -15.00% -10.53% -5.49% -7.01% -11.29% -7.96% -10.87% -5.75%
Avg Days to Max Decline 9 8 6 6 8 9 11 12 7 7 4
2009 Contract Condition Yes Yes Yes Yes Yes Yes Yes Yes   Yes Yes
Action Yes Yes Yes Yes Yes Yes Yes Yes   Yes 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 14 20 22 22 13 22 24 23 24
Penetrated Low 10 12 12 14 17 14 11 15 20 15 18
Scenario Percentage 53% 67% 86% 70% 77% 64% 85% 68% 83% 65% 75%
Avg Max Decline 6.25% 8.68% 4.95% 7.45% 9.07% 6.90% 12.96% 14.57% 10.35% 10.60% 18.28%
Max Decline 11.97% 32.33% 12.22% 13.82% 23.72% 20.37% 31.84% 51.98% 47.15% 31.79% 63.42%
Avg Days To Max Decline 9 15 22 15 13 18 21 21 18 15 15
Avg Max Increase -1.67% -1.87% -4.63% -1.69% -1.96% -1.55% -1.06% -2.09% -2.09% -2.10% -2.72%
Max Increase -5.53% -5.68% -14.85% -6.76% -8.56% -8.80% -8.33% -9.74% -7.57% -10.11% -13.23%
Avg Days to Max Increase 8 7 17 6 8 10 11 8 8 4 6
2009 Contract Condition                 Yes    
Action                 Yes    
High 165.10 168.50 190.00 224.85 221.10 246.80 263.65 298.95 298.10 306.90 319.55
Low 141.75 145.00 154.00 183.60 198.00 214.95 215.80 264.25 266.25 264.00 289.50
Close/Last 151.00 156.75 187.35 204.20 220.40 228.05 262.90 282.65 281.90 295.55 314.85

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