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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Silver(CMX) as of May 10, 2021
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Higher   28 21 19 17 24 15 25 22 26 18 14
Exceeded High   21 14 12 13 17 10 21 15 17 10 11
Scenario Percentage   75% 67% 63% 76% 71% 67% 84% 68% 65% 56% 79%
Avg Max Increase   11.83% 11.47% 17.53% 10.11% 11.14% 16.15% 16.01% 19.57% 11.80% 13.48% 11.94%
Max Increase   26.71% 47.43% 56.94% 26.18% 41.95% 60.56% 81.86% 66.94% 34.46% 24.94% 36.82%
Avg Days To Max Increase   18 14 13 15 13 15 16 16 15 11 12
Avg Max Decline   -2.27% -2.27% -2.25% -3.09% -2.77% -1.82% -4.08% -1.82% -3.50% -3.85% -1.71%
Max Decline   -7.86% -8.59% -6.19% -10.93% -10.04% -5.43% -14.79% -10.89% -11.51% -11.30% -10.31%
Avg Days to Max Decline   6 7 9 6 9 4 9 4 7 6 2
2020 Contract Condition   Yes     Yes Yes Yes Yes Yes   Yes  
Action   Yes     Yes Yes Yes Yes No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   45 45 45 45 45 45 45 45 45 45 45
Closed Lower   17 24 26 28 21 30 19 23 19 26 29
Penetrated Low   11 19 20 23 15 19 13 12 14 19 20
Scenario Percentage   65% 79% 77% 82% 71% 63% 68% 52% 74% 73% 69%
Avg Max Decline   8.90% 12.05% 11.61% 10.05% 10.47% 7.33% 7.85% 12.09% 10.46% 9.02% 6.37%
Max Decline   17.23% 63.18% 46.17% 31.59% 24.95% 19.93% 17.70% 38.72% 31.57% 30.00% 28.08%
Avg Days To Max Decline   17 18 18 21 15 18 21 19 22 12 11
Avg Max Increase   -3.84% -2.66% -2.82% -3.06% -3.16% -2.77% -4.26% -3.22% -4.83% -3.42% -2.05%
Max Increase   -7.38% -11.10% -8.58% -9.91% -7.51% -8.88% -30.65% -14.48% -12.76% -8.52% -7.69%
Avg Days to Max Increase   12 10 7 8 6 11 10 12 20 9 3
2020 Contract Condition     Yes Yes           Yes   Yes
Action     Yes No           No   Not Yet
High 1848.0 1920.5 1923.0 1775.0 1650.0 1872.5 1917.5 2651.5 3019.0 2923.5 2571.0 2613.5
Low 1695.5 1763.0 1662.0 1180.0 1406.0 1491.5 1737.5 1822.5 2380.0 2181.0 2262.5 2200.0
Close/Last 1826.3 1832.9 1665.5 1427.8 1519.6 1867.9 1880.3 2446.9 2859.4 2349.4 2364.6 2253.4

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