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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Platinum(NYMEX) as of Oct 20, 2019
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   38 38 40 41 44 44 45 45 45 45 45
Closed Higher   23 14 13 24 14 24 21 20 21 23 18
Exceeded High   13 11 9 17 13 17 15 17 16 18 14
Scenario Percentage   57% 79% 69% 71% 93% 71% 71% 85% 76% 78% 78%
Avg Max Increase   7.56% 9.73% 6.55% 8.56% 11.11% 9.58% 11.87% 9.28% 8.67% 13.83% 9.88%
Max Increase   17.83% 17.12% 11.61% 25.18% 44.34% 45.95% 42.59% 35.94% 14.21% 75.17% 37.89%
Avg Days To Max Increase   16 20 17 15 14 14 14 14 17 20 16
Avg Max Decline   -1.46% -2.67% -1.57% -1.68% -2.01% -1.82% -1.45% -2.16% -2.26% -3.95% -1.15%
Max Decline   -6.01% -11.64% -5.69% -8.35% -8.04% -6.01% -5.21% -8.91% -9.77% -11.25% -5.16%
Avg Days to Max Decline   5 9 4 8 5 11 5 8 6 12 4
2019 Contract Condition         Yes       Yes Yes    
Action         No       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   38 38 40 41 44 44 45 45 45 45 45
Closed Lower   15 23 27 17 30 20 24 25 24 22 27
Penetrated Low   11 19 19 15 21 16 14 20 17 17 11
Scenario Percentage   73% 83% 70% 88% 70% 80% 58% 80% 71% 77% 41%
Avg Max Decline   6.84% 7.59% 8.98% 8.66% 7.75% 10.88% 13.63% 8.98% 7.64% 8.98% 6.58%
Max Decline   14.04% 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   15 18 20 17 14 22 19 18 16 18 15
Avg Max Increase   -0.47% -3.31% -2.34% -2.66% -1.39% -2.92% -2.70% -3.54% -3.77% -2.43% -0.80%
Max Increase   -2.45% -13.58% -6.86% -6.24% -5.77% -13.19% -11.64% -12.95% -10.53% -7.70% -3.63%
Avg Days to Max Increase   5 10 12 10 8 14 11 9 13 8 4
2019 Contract Condition   Yes Yes Yes   Yes Yes Yes     Yes Yes
Action   Yes Yes Yes   Yes Yes No     Yes Not Yet
High 1048.7 1026.6 995.0 963.4 940.7 924.5 866.6 847.2 841.8 854.5 881.5 816.5
Low 964.3 976.9 946.0 914.6 893.8 853.0 799.5 759.4 768.7 811.4 799.2 778.6
Close/Last 1020.9 1002.5 946.0 915.9 920.9 862.5 849.8 790.4 822.4 843.0 799.8 795.9

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