|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for July Silver(CMX) as of Apr 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 |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Higher |
|
18 |
26 |
19 |
19 |
25 |
25 |
22 |
19 |
16 |
25 |
17 |
| Exceeded High |
|
11 |
18 |
15 |
16 |
22 |
19 |
14 |
12 |
14 |
17 |
11 |
| Scenario Percentage |
|
61% |
69% |
79% |
84% |
88% |
76% |
64% |
63% |
88% |
68% |
65% |
| Avg Max Increase |
|
21.54% |
12.09% |
14.59% |
21.76% |
18.80% |
16.27% |
9.04% |
14.60% |
9.37% |
9.80% |
9.63% |
| Max Increase |
|
68.96% |
32.04% |
67.69% |
113.82% |
93.28% |
56.94% |
26.19% |
57.27% |
15.57% |
27.24% |
20.69% |
| Avg Days To Max Increase |
|
17 |
18 |
13 |
18 |
14 |
17 |
11 |
12 |
15 |
11 |
16 |
| Avg Max Decline |
|
-1.57% |
-2.99% |
-2.64% |
-1.20% |
-2.18% |
-2.35% |
-1.51% |
-2.14% |
-2.99% |
-2.34% |
-1.43% |
| Max Decline |
|
-9.66% |
-10.44% |
-10.22% |
-9.41% |
-9.87% |
-7.94% |
-5.56% |
-8.31% |
-9.23% |
-10.00% |
-4.85% |
| Avg Days to Max Decline |
|
5 |
8 |
5 |
4 |
10 |
5 |
5 |
6 |
4 |
11 |
4 |
| 2011 Contract Condition |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
|
| Action |
|
Yes |
Yes |
Yes |
Yes |
Yes |
|
Yes |
Yes |
Not Yet |
|
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
|
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
45 |
| Closed Lower |
|
27 |
18 |
26 |
24 |
20 |
20 |
23 |
24 |
29 |
20 |
28 |
| Penetrated Low |
|
18 |
15 |
19 |
20 |
16 |
14 |
17 |
19 |
22 |
16 |
13 |
| Scenario Percentage |
|
67% |
83% |
73% |
83% |
80% |
70% |
74% |
79% |
76% |
80% |
46% |
| Avg Max Decline |
|
8.73% |
10.97% |
7.35% |
8.56% |
8.95% |
7.52% |
10.99% |
9.46% |
10.17% |
10.00% |
6.30% |
| Max Decline |
|
36.91% |
29.44% |
23.58% |
33.90% |
24.88% |
17.48% |
63.98% |
44.81% |
31.91% |
24.72% |
17.68% |
| Avg Days To Max Decline |
|
20 |
19 |
17 |
16 |
19 |
17 |
19 |
16 |
19 |
14 |
13 |
| Avg Max Increase |
|
-2.51% |
-2.51% |
-3.17% |
-2.59% |
-3.37% |
-3.31% |
-2.89% |
-2.35% |
-3.13% |
-3.27% |
-1.71% |
| Max Increase |
|
-15.22% |
-8.39% |
-13.04% |
-9.47% |
-11.99% |
-7.01% |
-11.25% |
-8.51% |
-8.65% |
-9.22% |
-6.35% |
| Avg Days to Max Increase |
|
10 |
11 |
10 |
11 |
17 |
11 |
10 |
7 |
9 |
7 |
4 |
| 2011 Contract Condition |
|
|
|
|
|
|
Yes |
|
|
|
Yes |
|
| Action |
|
|
|
|
|
|
No |
|
|
|
|
|
| High |
1850.8 |
1952.0 |
2213.0 |
2495.0 |
2935.5 |
3104.0 |
3137.0 |
3421.0 |
3817.0 |
4984.5 |
4819.0 |
|
| Low |
1757.0 |
1803.7 |
1943.0 |
2199.5 |
2423.0 |
2815.0 |
2645.0 |
2800.0 |
3361.5 |
3715.0 |
4220.0 |
|
| Close/Last |
1813.7 |
1952.0 |
2192.4 |
2468.5 |
2831.1 |
3104.0 |
2820.0 |
3381.4 |
3791.3 |
4859.9 |
4608.4 |
|
|
|
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| www.mrci.com | sales@mrci.com | | Phone: 541-525-0521 |
|
