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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, 2014
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 23 15 27 22 27 20 20 23 27 21
Exceeded High   14 16 11 21 14 19 15 16 20 20 13
Scenario Percentage   82% 70% 73% 78% 64% 70% 75% 80% 87% 74% 62%
Avg Max Increase   8.63% 10.53% 10.99% 13.83% 21.22% 12.23% 14.84% 22.06% 21.07% 13.88% 6.55%
Max Increase   14.78% 27.27% 22.02% 81.96% 67.95% 34.44% 67.34% 115.36% 95.03% 58.37% 15.74%
Avg Days To Max Increase   16 14 18 18 17 16 14 17 16 17 14
Avg Max Decline   -2.27% -2.32% -1.84% -3.48% -1.73% -3.20% -3.09% -1.51% -3.12% -3.18% -1.59%
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 10 7 9 4 6 6 4 10 9 3
2013 Contract Condition         Yes Yes Yes   Yes   Yes  
Action         Yes 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 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 22 30 18 23 18 25 25 22 17 24
Penetrated Low   22 17 20 13 13 13 17 21 16 10 16
Scenario Percentage   79% 77% 67% 72% 57% 72% 68% 84% 73% 59% 67%
Avg Max Decline   9.93% 10.04% 6.57% 5.86% 11.82% 12.05% 8.73% 9.15% 9.42% 8.29% 7.06%
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 14 17 18 21 22 13 16 19 11 10
Avg Max Increase   -2.36% -3.01% -2.93% -3.92% -2.61% -3.25% -3.23% -2.84% -4.13% -4.11% -1.92%
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 11 9 14 15 8 9 17 9 3
2013 Contract Condition   Yes Yes Yes       Yes   Yes   Yes
Action   Yes Yes No       Yes   Yes   Yes
High 3584.6 3346.5 3142.5 2964.8 2842.5 3185.0 3530.0 3551.0 3449.0 3393.0 3248.5 3216.0
Low 3135.0 3057.4 2728.0 2639.5 2661.5 2713.3 3176.5 3162.5 3079.0 2963.5 2924.0 2825.5
Close/Last 3266.9 3117.3 2790.3 2773.4 2805.4 3150.9 3465.5 3239.1 3327.9 3022.7 3135.1 2839.5

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