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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, 2018
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   25 26 28 23 20 24 31 21 21 21 22
Exceeded High   24 23 20 17 15 23 21 16 11 13 16
Scenario Percentage   96% 88% 71% 74% 75% 96% 68% 76% 52% 62% 73%
Avg Max Increase   10.64% 12.74% 9.79% 9.11% 11.00% 9.60% 7.79% 11.71% 18.24% 16.76% 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   17 15 12 14 23 19 18 21 18 15 14
Avg Max Decline   -2.59% -2.18% -2.35% -2.35% -2.84% -1.89% -2.54% -3.70% -1.88% -2.34% -1.60%
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 7 5 9 7 11 13 9 9 4
2017 Contract Condition   Yes         Yes Yes Yes   Yes  
Action   Yes         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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   20 19 16 22 24 21 13 24 24 24 23
Penetrated Low   12 14 13 17 18 13 12 17 19 16 15
Scenario Percentage   60% 74% 81% 77% 75% 62% 92% 71% 79% 67% 65%
Avg Max Decline   6.59% 8.62% 5.69% 8.36% 9.51% 7.90% 10.60% 14.02% 9.97% 10.49% 7.63%
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 20 15 14 19 19 19 17 15 14
Avg Max Increase   -1.80% -1.77% -4.89% -2.05% -1.70% -1.45% -1.36% -1.91% -1.99% -2.00% -1.47%
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 9 10 7 9 4 3
2017 Contract Condition     Yes Yes Yes Yes       Yes   Yes
Action     Yes Yes Yes No       No   Yes
High 272.15 276.45 285.65 278.90 274.10 271.65 273.40 294.05 313.55 317.85 325.95 318.30
Low 247.00 251.00 265.25 260.00 254.75 250.25 254.45 265.10 287.95 289.40 292.60 302.45
Close/Last 252.50 275.85 274.50 269.75 263.30 260.85 272.70 291.25 309.85 295.50 310.10 303.70

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