|
MRCI's ScenarioSM Study |
ScenarioSM Study for September Silver(CMX) as of May 31, 2010 |
Condition 1:
Higher Monthly Close. Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
Tested Month |
Sep |
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 |
2010 Contract Condition |
|
|
Yes |
|
|
Yes |
Yes |
Yes |
|
Yes |
|
|
Action |
|
|
Yes |
|
|
Yes |
Yes |
Yes |
|
|
|
|
Condition 2:
Lower Monthly Close. Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
Tested Month |
Sep |
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 |
12 |
Scenario Percentage |
|
76% |
81% |
78% |
70% |
75% |
78% |
79% |
85% |
66% |
69% |
44% |
Avg Max Decline |
|
7.13% |
7.68% |
8.93% |
6.74% |
10.47% |
10.64% |
9.70% |
9.63% |
7.04% |
6.54% |
7.41% |
Max Decline |
|
23.28% |
33.27% |
24.57% |
17.34% |
63.79% |
45.68% |
31.67% |
25.07% |
19.88% |
15.45% |
24.45% |
Avg Days To Max Decline |
|
12 |
17 |
20 |
19 |
17 |
16 |
18 |
15 |
18 |
18 |
11 |
Avg Max Increase |
|
-2.87% |
-2.22% |
-2.44% |
-2.87% |
-2.40% |
-2.17% |
-3.05% |
-2.81% |
-2.86% |
-1.44% |
-0.52% |
Max Increase |
|
-13.07% |
-8.56% |
-8.76% |
-7.44% |
-11.11% |
-7.92% |
-8.61% |
-9.01% |
-8.96% |
-10.95% |
-1.96% |
Avg Days to Max Increase |
|
8 |
13 |
18 |
11 |
9 |
6 |
7 |
7 |
13 |
6 |
3 |
2010 Contract Condition |
|
Yes |
|
Yes |
Yes |
|
|
|
Yes |
|
|
|
Action |
|
No |
|
Yes |
Yes |
|
|
|
Not Yet |
|
|
|
High |
1752.9 |
1799.7 |
1898.0 |
1938.3 |
1886.4 |
1698.0 |
1765.5 |
1881.0 |
1986.5 |
1877.5 |
|
|
Low |
1515.1 |
1630.5 |
1651.8 |
1686.4 |
1610.0 |
1488.3 |
1650.0 |
1754.5 |
1715.0 |
1832.0 |
|
|
Close/Last |
1674.4 |
1633.1 |
1857.8 |
1690.8 |
1624.4 |
1656.2 |
1757.6 |
1866.7 |
1846.1 |
1859.1 |
|
|
|
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