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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, 2015
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   16 22 14 28 22 27 21 19 22 26 22
Exceeded High   13 16 11 22 14 19 15 16 20 20 13
Scenario Percentage   81% 73% 79% 79% 64% 70% 71% 84% 91% 77% 59%
Avg Max Increase   8.47% 10.53% 10.99% 14.44% 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   -2.21% -2.32% -1.84% -3.42% -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
2014 Contract Condition         Yes Yes   Yes       Yes
Action         Yes No   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   29 23 31 17 23 18 24 26 23 18 23
Penetrated Low   23 18 20 12 13 13 17 22 16 10 16
Scenario Percentage   79% 78% 65% 71% 57% 72% 71% 85% 70% 56% 70%
Avg Max Decline   10.53% 10.42% 6.57% 5.88% 11.82% 11.76% 8.73% 9.03% 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 15 17 19 21 22 13 17 19 11 10
Avg Max Increase   -2.27% -2.96% -2.93% -4.14% -2.61% -3.66% -3.23% -2.81% -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 10 14 18 8 9 17 9 3
2014 Contract Condition   Yes Yes Yes     Yes   Yes Yes Yes  
Action   Yes Yes No     Yes   Yes No Not Yet  
High 2950.5 2830.5 2444.5 2289.5 2060.7 2508.0 2454.0 2311.5 2208.0 2048.0 2067.0 2218.0
Low 2838.0 2228.0 2125.0 1860.0 1883.6 1929.0 2128.0 2060.0 1962.0 1872.0 1897.0 1906.0
Close/Last 2856.6 2435.0 2241.0 1957.2 1972.2 2355.9 2175.6 2191.7 2003.3 1937.0 1912.0 2120.4

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