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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Silver(CMX) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Higher 20 18 27 25 21 17 17 25 15 29 18
Exceeded High 16 15 22 19 13 12 14 17 10 21 9
Scenario Percentage 80% 83% 81% 76% 62% 71% 82% 68% 67% 72% 50%
Avg Max Increase 13.29% 22.54% 18.59% 15.95% 8.28% 13.43% 11.18% 10.93% 12.17% 12.45% 25.19%
Max Increase 67.84% 112.83% 92.76% 56.52% 23.11% 57.10% 34.60% 26.68% 21.39% 96.91% 68.16%
Avg Days To Max Increase 14 20 14 19 9 12 15 15 18 13 17
Avg Max Decline -2.17% -0.77% -1.85% -1.99% -1.12% -2.07% -2.32% -2.75% -2.14% -2.38% -0.89%
Max Decline -9.87% -8.34% -9.37% -7.52% -5.58% -8.48% -9.33% -9.97% -5.42% -8.90% -4.32%
Avg Days to Max Decline 5 4 8 6 5 5 4 11 7 9 3
2009 Contract Condition   Yes Yes Yes Yes     Yes   Yes Yes
Action   Yes Yes Yes No     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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 45 45 45 45 45 45 45 45 45 45 45
Closed Lower 25 27 18 20 24 27 28 20 29 16 27
Penetrated Low 19 22 14 14 18 21 22 17 19 11 17
Scenario Percentage 76% 81% 78% 70% 75% 78% 79% 85% 66% 69% 63%
Avg Max Decline 7.13% 7.68% 8.93% 6.74% 10.47% 10.64% 9.70% 9.63% 7.04% 6.54% 21.26%
Max Decline 23.28% 33.27% 24.57% 17.34% 63.79% 45.68% 31.67% 25.07% 19.88% 15.45% 58.17%
Avg Days To Max Decline 12 17 20 19 17 16 18 15 18 18 12
Avg Max Increase -2.87% -2.22% -2.44% -2.87% -2.40% -2.17% -3.05% -2.81% -2.86% -1.44% -3.64%
Max Increase -13.07% -8.56% -8.76% -7.44% -11.11% -7.92% -8.61% -9.01% -8.96% -10.95% -11.89%
Avg Days to Max Increase 8 13 18 11 9 6 7 7 13 6 11
2009 Contract Condition Yes         Yes Yes   Yes    
Action No         Yes No   Yes    
High 1304.7 1054.0 1147.0 1262.0 1458.0 1391.4 1316.5 1581.0 1626.0 1409.5 1518.5
Low 885.8 887.7 940.9 1047.7 1234.9 1197.1 1182.7 1209.0 1345.5 1243.5 1349.5
Close/Last 977.9 1026.5 1132.0 1261.0 1313.5 1302.5 1234.1 1563.5 1360.0 1394.0 1489.8

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