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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, 2015
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   24 26 27 22 20 22 31 21 19 20 21
Exceeded High   23 23 20 16 15 21 20 15 10 13 18
Scenario Percentage   96% 88% 74% 73% 75% 95% 65% 71% 53% 65% 86%
Avg Max Increase   10.95% 13.03% 9.56% 9.54% 11.00% 9.63% 7.72% 12.14% 17.66% 17.19% 6.97%
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   17 14 12 14 23 19 18 21 17 16 17
Avg Max Decline   -2.54% -2.04% -2.25% -2.49% -2.84% -1.77% -2.61% -3.51% -1.50% -2.34% -1.63%
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   7 8 6 6 9 7 11 12 7 9 4
2014 Contract Condition           Yes Yes Yes     Yes  
Action           Yes Yes No     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 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   20 18 16 22 23 22 12 23 26 24 24
Penetrated Low   12 13 13 17 18 13 11 17 22 17 15
Scenario Percentage   60% 72% 81% 77% 78% 59% 92% 74% 85% 71% 63%
Avg Max Decline   6.59% 8.73% 5.79% 8.83% 9.07% 7.23% 10.89% 14.93% 9.87% 9.86% 7.67%
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   10 16 21 15 12 19 19 19 17 15 15
Avg Max Increase   -1.80% -1.78% -5.12% -1.91% -1.59% -1.66% -1.25% -1.94% -2.10% -1.99% -1.25%
Max Increase   -5.53% -5.68% -14.85% -6.92% -8.56% -8.80% -8.33% -9.74% -7.57% -10.11% -4.98%
Avg Days to Max Increase   9 7 17 7 7 11 10 8 9 3 3
2014 Contract Condition   Yes Yes Yes Yes       Yes Yes   Yes
Action   Yes Yes No No       Yes Yes   Yes
High 336.90 335.70 326.70 321.40 309.10 316.50 320.50 329.45 326.20 321.20 311.40 307.75
Low 316.65 319.25 317.00 288.45 296.60 299.75 300.95 317.55 310.50 300.60 295.15 285.65
Close/Last 335.75 319.25 317.25 303.15 302.05 310.75 320.10 324.00 316.05 300.75 304.70 286.00

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