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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Silver(CMX) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Higher   16 23 14 27 19 26 20 17 24 24 18
Exceeded High   14 15 10 19 12 17 16 14 19 18 12
Scenario Percentage   88% 65% 71% 70% 63% 65% 80% 82% 79% 75% 67%
Avg Max Increase   8.26% 11.24% 11.62% 12.15% 19.79% 12.15% 13.62% 23.20% 20.10% 13.86% 7.38%
Max Increase   14.78% 27.27% 22.02% 81.96% 67.95% 32.58% 67.34% 115.36% 95.03% 58.37% 22.51%
Avg Days To Max Increase   16 15 17 17 19 18 14 19 15 16 13
Avg Max Decline   -1.77% -2.30% -1.78% -3.18% -1.97% -3.25% -2.73% -0.96% -2.03% -3.24% -1.33%
Max Decline   -9.18% -9.91% -4.31% -13.99% -10.68% -11.59% -10.90% -2.86% -9.74% -14.24% -3.66%
Avg Days to Max Decline   4 10 6 9 5 7 6 3 9 9 2
2008 Contract Condition   Yes     Yes   Yes Yes   Yes Yes Yes
Action   No     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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   44 44 44 45 45 45 45 45 45 45 45
Closed Lower   27 21 30 18 26 19 25 26 20 19 26
Penetrated Low   21 17 20 14 15 14 19 22 14 13 18
Scenario Percentage   78% 81% 67% 78% 58% 74% 76% 85% 70% 68% 69%
Avg Max Decline   9.54% 9.53% 6.22% 5.53% 7.92% 9.05% 7.44% 7.84% 9.37% 5.96% 6.21%
Max Decline   31.14% 25.10% 19.78% 14.46% 19.49% 25.03% 24.69% 33.78% 24.57% 17.27% 57.10%
Avg Days To Max Decline   20 13 17 19 19 19 13 17 20 10 9
Avg Max Increase   -2.47% -2.61% -2.91% -3.65% -2.30% -2.61% -2.64% -2.62% -3.30% -3.12% -1.65%
Max Increase   -7.64% -8.54% -8.28% -30.43% -14.94% -8.72% -8.49% -9.95% -8.72% -6.52% -8.06%
Avg Days to Max Increase   8 7 12 8 12 15 7 12 17 8 3
2008 Contract Condition     Yes Yes   Yes     Yes      
Action     Yes Yes   No     Yes      
High 1480.0 1465.8 1417.0 1433.0 1388.5 1356.0 1416.0 1480.5 1644.5 1508.0 1709.0 1992.5
Low 1310.0 1358.0 1328.0 1266.8 1291.0 1150.0 1234.0 1336.0 1396.5 1374.0 1491.0 1623.0
Close/Last 1399.0 1403.0 1395.5 1282.3 1337.0 1238.8 1409.8 1461.8 1416.5 1492.0 1699.5 1980.8

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