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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for May 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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   15 27 21 27 20 20 23 28 21 19 15
Exceeded High   10 21 13 19 15 16 20 21 13 12 12
Scenario Percentage   67% 78% 62% 70% 75% 80% 87% 75% 62% 63% 80%
Avg Max Increase   10.87% 13.06% 20.98% 12.08% 14.76% 21.89% 20.93% 15.61% 11.19% 15.64% 8.16%
Max Increase   22.00% 80.59% 68.28% 34.53% 67.55% 114.83% 93.80% 57.31% 47.31% 57.48% 13.70%
Avg Days To Max Increase   18 18 18 16 14 17 15 18 12 13 16
Avg Max Decline   -1.72% -3.33% -1.36% -2.98% -2.78% -1.29% -3.00% -2.98% -1.99% -1.74% -2.70%
Max Decline   -6.77% -12.99% -10.63% -11.70% -10.51% -9.71% -14.81% -14.63% -5.30% -5.59% -8.88%
Avg Days to Max Decline   8 11 4 6 6 5 10 7 6 9 3
2013 Contract Condition     Yes Yes Yes   Yes   Yes      
Action     Yes Yes Yes   No   No      
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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 May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   30 18 24 18 25 25 22 17 24 25 30
Penetrated Low   20 13 15 15 17 20 16 10 17 20 20
Scenario Percentage   67% 72% 63% 83% 68% 80% 73% 59% 71% 80% 67%
Avg Max Decline   6.32% 5.69% 10.29% 11.22% 8.67% 9.54% 9.34% 8.85% 12.37% 12.27% 6.82%
Max Decline   19.34% 14.16% 37.73% 30.41% 24.05% 33.72% 24.91% 17.40% 64.63% 43.31% 18.07%
Avg Days To Max Decline   17 19 19 19 13 17 19 17 19 18 17
Avg Max Increase   -2.34% -4.54% -2.10% -2.74% -3.07% -2.85% -4.03% -4.30% -3.08% -2.52% -2.49%
Max Increase   -7.63% -29.85% -15.43% -8.58% -7.99% -9.77% -12.06% -6.78% -11.28% -8.43% -10.00%
Avg Days to Max Increase   11 9 13 11 8 9 18 13 11 6 5
2013 Contract Condition   Yes       Yes   Yes   Yes Yes Yes
Action   No       Yes   Yes   Yes Yes Yes
High 3109.8 2966.5 2844.0 3170.0 3516.5 3530.0 3452.0 3392.5 3251.5 3221.0 2935.0 2836.0
Low 2734.5 2628.5 2696.6 2715.3 3195.0 3172.5 3096.0 2972.6 2930.0 2831.5 2792.5 2200.0
Close/Last 2791.4 2774.9 2807.4 3154.2 3469.1 3242.8 3332.7 3027.9 3141.0 2843.2 2832.3 2414.4

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