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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Platinum(NYMEX) as of Jan 01, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   36 36 39 40 43 43 44 45 45 45 45
Closed Higher   23 15 12 25 14 23 20 22 18 26 21
Exceeded High   14 11 8 18 13 15 15 18 15 20 13
Scenario Percentage   61% 73% 67% 72% 93% 65% 75% 82% 83% 77% 62%
Avg Max Increase   7.52% 9.42% 8.25% 9.67% 11.24% 9.54% 12.33% 9.62% 9.46% 13.00% 10.54%
Max Increase   15.02% 17.12% 12.18% 25.18% 44.34% 45.95% 42.59% 35.94% 14.21% 75.17% 37.89%
Avg Days To Max Increase   14 21 20 17 17 15 16 15 17 18 16
Avg Max Decline   -1.85% -2.38% -2.43% -1.89% -3.04% -2.40% -1.72% -2.51% -2.44% -3.11% -1.05%
Max Decline   -6.01% -11.64% -5.69% -8.35% -10.69% -6.55% -5.21% -8.91% -9.77% -11.25% -5.16%
Avg Days to Max Decline   6 8 4 8 8 12 7 8 7 11 4
2013 Contract Condition   Yes       Yes   Yes Yes   Yes  
Action   No       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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   36 36 39 40 43 43 44 45 45 45 45
Closed Lower   13 20 27 15 29 20 24 23 27 19 24
Penetrated Low   9 17 17 13 20 15 15 18 18 12 12
Scenario Percentage   69% 85% 63% 87% 69% 75% 63% 78% 67% 63% 50%
Avg Max Decline   7.73% 8.52% 9.59% 8.37% 7.22% 10.99% 13.26% 9.16% 7.33% 11.50% 6.42%
Max Decline   24.17% 23.36% 24.87% 19.16% 23.23% 43.40% 49.85% 26.87% 18.76% 27.16% 18.86%
Avg Days To Max Decline   13 19 20 17 15 21 22 17 16 18 14
Avg Max Increase   -0.77% -3.22% -2.59% -3.12% -1.72% -2.68% -2.79% -3.45% -3.67% -1.73% -0.99%
Max Increase   -2.62% -13.58% -6.86% -6.24% -6.18% -13.19% -11.64% -11.53% -10.53% -7.02% -3.63%
Avg Days to Max Increase   6 9 11 12 9 13 15 8 11 6 4
2013 Contract Condition     Yes Yes Yes   Yes     Yes   Yes
Action     Yes Yes Yes   No     Yes   Not Yet
High 1632.7 1733.7 1712.5 1667.3 1578.3 1506.5 1495.0 1564.9 1720.0 1734.5 1626.6 1647.5
Low 1414.8 1632.9 1623.1 1552.6 1396.0 1391.0 1382.0 1386.0 1543.3 1531.1 1534.5 1515.3
Close/Last 1597.8 1703.3 1650.7 1578.1 1425.4 1456.2 1420.1 1540.6 1669.3 1577.0 1604.6 1538.7

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