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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, 2016
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 15 26 20 26 20 19 22 27 22
Exceeded High   13 16 12 20 13 18 13 16 20 21 13
Scenario Percentage   81% 73% 80% 77% 65% 69% 65% 84% 91% 78% 59%
Avg Max Increase   8.47% 10.53% 10.27% 14.66% 21.52% 12.52% 16.90% 22.06% 21.74% 14.30% 6.85%
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 17 17 16 17 15 17 17 18 13
Avg Max Decline   -2.21% -2.32% -1.72% -3.58% -1.86% -3.15% -3.45% -1.51% -3.16% -3.05% -1.56%
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 5 6 6 4 10 8 3
2016 Contract Condition     Yes         Yes     Yes Yes
Action     No         No     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   29 23 30 19 25 19 25 26 23 17 23
Penetrated Low   23 18 20 14 14 14 18 22 16 10 16
Scenario Percentage   79% 78% 67% 74% 56% 74% 72% 85% 70% 59% 70%
Avg Max Decline   9.76% 10.42% 6.97% 6.71% 12.36% 11.55% 8.94% 8.78% 9.42% 8.35% 7.44%
Max Decline   31.14% 25.10% 19.78% 17.69% 38.41% 31.24% 24.69% 33.78% 24.57% 17.27% 57.10%
Avg Days To Max Decline   21 15 18 20 21 21 12 16 19 11 10
Avg Max Increase   -2.58% -2.96% -2.93% -4.04% -2.43% -3.98% -3.28% -2.99% -4.13% -4.11% -1.90%
Max Increase   -9.64% -8.54% -8.28% -30.43% -14.94% -12.66% -8.49% -9.95% -12.35% -6.52% -8.06%
Avg Days to Max Increase   8 7 12 10 13 17 9 8 17 9 3
2016 Contract Condition   Yes   Yes Yes Yes Yes   Yes Yes    
Action   Yes   Yes Yes No Yes   Yes No    
High 1733.0 1727.5 1785.6 1720.0 1590.5 1580.5 1547.0 1641.0 1559.5 1464.0 1458.5 1599.0
Low 1542.0 1580.9 1607.0 1555.0 1445.5 1400.0 1430.5 1443.0 1389.0 1362.0 1373.0 1420.0
Close/Last 1675.3 1628.6 1682.1 1568.1 1483.9 1463.3 1456.6 1561.5 1408.6 1380.3 1424.3 1489.6

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