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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Silver(CMX) as of Dec 30, 2011
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   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   17 25 16 26 20 27 20 20 25 25 21
Exceeded High   15 17 12 19 13 19 16 17 21 19 14
Scenario Percentage   88% 68% 75% 73% 65% 70% 80% 85% 84% 76% 67%
Avg Max Increase   8.10% 10.91% 10.89% 13.39% 21.88% 13.41% 15.23% 21.45% 20.10% 14.47% 7.69%
Max Increase   14.78% 27.27% 22.02% 81.96% 67.95% 34.44% 67.34% 115.36% 95.03% 58.37% 22.51%
Avg Days To Max Increase   15 14 18 17 18 17 15 18 16 17 14
Avg Max Decline   -2.09% -2.11% -2.03% -3.28% -1.93% -3.14% -2.89% -1.50% -2.96% -3.25% -1.26%
Max Decline   -9.18% -9.91% -7.22% -13.99% -10.68% -11.59% -10.90% -10.80% -14.99% -14.24% -3.66%
Avg Days to Max Decline   4 9 7 9 5 7 5 3 10 8 3
2011 Contract Condition   Yes   Yes   Yes Yes Yes Yes Yes   Yes
Action   Yes   Yes   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   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   28 20 29 19 25 18 25 24 20 19 24
Penetrated Low   21 16 21 14 15 14 17 20 15 12 16
Scenario Percentage   75% 80% 72% 74% 60% 78% 68% 83% 75% 63% 67%
Avg Max Decline   9.67% 10.33% 6.29% 5.53% 10.44% 11.26% 8.25% 8.59% 9.61% 7.19% 7.01%
Max Decline   31.14% 25.10% 19.78% 14.46% 38.41% 31.24% 24.69% 33.78% 24.57% 17.27% 57.10%
Avg Days To Max Decline   20 13 16 19 20 21 12 16 19 10 10
Avg Max Increase   -2.43% -2.81% -2.83% -3.65% -2.32% -3.05% -2.85% -2.84% -3.90% -3.74% -1.85%
Max Increase   -7.64% -8.54% -8.28% -30.43% -14.94% -8.72% -8.49% -9.95% -12.35% -6.52% -8.06%
Avg Days to Max Increase   8 7 12 8 12 15 6 10 16 8 3
2011 Contract Condition     Yes   Yes           Yes  
Action     Yes   No           Not Yet  
High 1770.0 1887.5 1983.0 1945.5 1853.5 1948.5 2214.0 2494.0 2940.5 3097.5 3127.5 3432.0
Low 1652.0 1778.9 1751.0 1742.4 1745.5 1783.0 1938.0 2189.0 2399.0 2801.0 2630.0 2785.0
Close/Last 1764.3 1874.0 1855.1 1881.3 1809.5 1947.6 2187.2 2462.2 2821.2 3093.7 2816.9 3380.4

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