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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, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec 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 27 28 23 20 23 30 22 20 20 23
Exceeded High   24 24 21 17 16 22 20 17 11 14 18
Scenario Percentage   96% 89% 75% 74% 80% 96% 67% 77% 55% 70% 78%
Avg Max Increase   11.06% 12.71% 9.52% 9.61% 10.85% 10.15% 7.95% 11.49% 16.96% 16.23% 6.53%
Max Increase   36.44% 54.10% 60.00% 24.20% 30.26% 31.09% 20.77% 42.38% 51.10% 70.42% 21.95%
Avg Days To Max Increase   18 14 13 14 23 20 17 21 18 15 14
Avg Max Decline   -2.69% -2.10% -2.17% -2.46% -2.80% -1.91% -2.64% -3.42% -1.72% -2.14% -1.44%
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   8 7 6 6 10 8 11 12 8 9 4
2012 Contract Condition   Yes Yes       Yes   Yes Yes   Yes
Action   Yes No       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 Dec 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 17 15 21 23 21 13 22 25 24 22
Penetrated Low   11 11 13 17 18 13 11 16 21 16 14
Scenario Percentage   58% 65% 87% 81% 78% 62% 85% 73% 84% 67% 64%
Avg Max Decline   6.31% 8.27% 5.92% 8.52% 9.07% 7.23% 10.89% 15.45% 10.10% 10.13% 8.06%
Max Decline   11.97% 32.33% 12.76% 18.14% 23.72% 20.37% 31.84% 51.98% 47.15% 31.79% 23.16%
Avg Days To Max Decline   9 15 22 14 12 19 19 20 17 14 15
Avg Max Increase   -1.75% -1.94% -4.90% -1.51% -1.59% -1.66% -1.25% -1.96% -2.04% -2.06% -1.14%
Max Increase   -5.53% -5.68% -14.85% -6.76% -8.56% -8.80% -8.33% -9.74% -7.57% -10.11% -4.98%
Avg Days to Max Increase   8 7 16 6 7 11 10 8 8 4 3
2012 Contract Condition       Yes Yes Yes   Yes     Yes  
Action       Yes Yes Yes   Yes     Yes  
High 364.20 393.10 402.00 395.75 397.20 385.30 352.25 356.25 351.70 383.95 382.25 362.95
Low 329.50 343.10 373.35 375.00 361.15 336.05 326.25 334.25 330.10 343.25 348.20 340.30
Close/Last 346.30 382.55 390.65 385.20 382.70 338.25 350.65 342.90 345.70 375.80 351.75 362.95

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