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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Copper(CMX) as of Jun 08, 2020
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   24 25 27 22 19 24 30 21 23 21 23
Exceeded High   23 22 19 16 14 23 21 16 12 13 17
Scenario Percentage   96% 88% 70% 73% 74% 96% 70% 76% 52% 62% 74%
Avg Max Increase   8.87% 11.81% 9.55% 8.98% 9.62% 8.91% 7.79% 11.71% 17.21% 15.98% 6.47%
Max Increase   25.83% 54.10% 60.00% 24.20% 19.62% 31.09% 20.77% 42.38% 51.10% 70.42% 21.95%
Avg Days To Max Increase   16 15 12 13 22 19 18 21 17 17 15
Avg Max Decline   -2.57% -2.18% -2.16% -2.16% -3.05% -2.00% -2.54% -3.70% -1.93% -2.40% -1.46%
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 9 7 7 9 8 11 13 8 11 4
2019 Contract Condition   Yes Yes       Yes     Yes Yes Yes
Action   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 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   21 20 17 23 25 21 14 24 22 24 22
Penetrated Low   13 15 14 18 19 13 13 16 18 16 14
Scenario Percentage   62% 75% 82% 78% 76% 62% 93% 67% 82% 67% 64%
Avg Max Decline   6.70% 8.44% 6.05% 8.51% 8.83% 7.40% 8.64% 12.97% 9.56% 9.51% 7.56%
Max Decline   11.97% 32.33% 12.76% 18.14% 23.72% 16.02% 24.09% 51.98% 47.15% 31.79% 23.16%
Avg Days To Max Decline   11 16 21 15 13 18 18 18 16 14 14
Avg Max Increase   -1.83% -1.77% -4.70% -1.95% -1.64% -1.15% -1.17% -2.46% -2.11% -1.89% -1.48%
Max Increase   -5.53% -5.68% -14.85% -6.92% -7.86% -8.80% -8.33% -9.74% -7.57% -10.11% -4.98%
Avg Days to Max Increase   9 7 17 6 7 7 10 8 9 3 2
2019 Contract Condition       Yes Yes Yes   Yes Yes      
Action       Yes Yes Yes   Yes Yes      
High 285.80 281.80 298.45 298.85 301.60 293.35 275.45 280.60 267.65 270.65 269.70 273.00
Low 264.60 258.20 277.50 285.85 288.50 263.45 260.35 261.95 249.90 248.20 251.50 261.30
Close/Last 264.60 280.95 296.20 295.15 292.60 264.40 272.05 267.60 255.15 257.85 263.80 264.20

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