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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July 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 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   19 26 20 19 23 27 23 19 16 23 16
Exceeded High   12 17 13 16 22 21 14 13 14 16 11
Scenario Percentage   63% 65% 65% 84% 96% 78% 61% 68% 88% 70% 69%
Avg Max Increase   21.56% 12.95% 16.83% 21.65% 19.82% 15.92% 12.00% 16.29% 8.98% 9.44% 9.39%
Max Increase   68.96% 33.89% 67.69% 113.82% 93.28% 56.94% 47.41% 57.27% 15.57% 27.24% 20.69%
Avg Days To Max Increase   16 18 15 17 15 17 13 12 16 11 14
Avg Max Decline   -1.38% -2.93% -3.08% -1.15% -2.87% -2.21% -1.72% -2.28% -3.49% -2.53% -0.96%
Max Decline   -9.66% -10.44% -10.22% -9.41% -14.79% -7.94% -5.56% -6.28% -11.16% -10.00% -4.85%
Avg Days to Max Decline   4 8 5 4 11 6 6 8 6 9 3
2016 Contract Condition       Yes     Yes Yes Yes Yes   Yes
Action       No     Yes Yes Yes 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 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   26 19 25 26 22 18 22 24 29 22 29
Penetrated Low   16 15 19 22 16 11 16 19 23 17 13
Scenario Percentage   62% 79% 76% 85% 73% 61% 73% 79% 79% 77% 45%
Avg Max Decline   10.75% 11.14% 8.19% 8.51% 9.29% 9.24% 12.48% 11.79% 10.26% 10.56% 6.78%
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   21 19 16 16 18 17 18 18 20 15 14
Avg Max Increase   -2.75% -3.29% -3.66% -2.66% -3.83% -3.85% -2.81% -2.60% -3.33% -3.70% -1.57%
Max Increase   -15.22% -12.20% -13.04% -9.47% -11.99% -7.01% -11.25% -8.51% -10.04% -9.22% -6.35%
Avg Days to Max Increase   10 13 12 9 18 13 10 6 10 6 4
2016 Contract Condition   Yes Yes   Yes Yes         Yes  
Action   No Yes   Yes No         Yes  
High 1592.5 1567.5 1533.0 1641.0 1554.5 1465.0 1461.0 1602.0 1620.0 1802.0 1806.0 1885.5
Low 1465.0 1418.1 1443.5 1458.5 1398.0 1373.0 1380.4 1426.0 1477.5 1483.0 1591.5 1583.0
Close/Last 1490.0 1469.8 1462.6 1567.5 1415.0 1386.7 1429.1 1494.8 1550.2 1781.9 1599.4 1858.2

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