|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for April Platinum(NYM) as of Feb 28, 2007 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
| Tested Years |
32 |
32 |
32 |
32 |
35 |
36 |
38 |
38 |
38 |
38 |
38 |
| Closed Higher |
18 |
12 |
16 |
12 |
17 |
15 |
22 |
18 |
21 |
22 |
16 |
| Exceeded High |
14 |
11 |
8 |
8 |
14 |
12 |
18 |
15 |
20 |
16 |
11 |
| Scenario Percentage |
78% |
92% |
50% |
67% |
82% |
80% |
82% |
83% |
95% |
73% |
69% |
| Avg Max Increase |
7.90% |
10.61% |
10.68% |
16.36% |
9.05% |
9.83% |
13.77% |
19.48% |
10.84% |
8.07% |
7.86% |
| Max Increase |
19.15% |
44.15% |
45.59% |
42.20% |
34.53% |
14.05% |
78.46% |
77.88% |
51.68% |
22.55% |
14.83% |
| Avg Days To Max Increase |
18 |
17 |
13 |
15 |
15 |
18 |
19 |
18 |
14 |
13 |
16 |
| Avg Max Decline |
-2.46% |
-2.54% |
-2.28% |
-0.72% |
-2.27% |
-2.03% |
-2.16% |
-2.91% |
-2.45% |
-2.16% |
-1.63% |
| Max Decline |
-7.97% |
-11.01% |
-7.19% |
-2.57% |
-8.59% |
-9.88% |
-8.40% |
-8.21% |
-8.76% |
-9.84% |
-6.36% |
| Avg Days to Max Decline |
8 |
7 |
7 |
8 |
7 |
7 |
11 |
12 |
6 |
6 |
3 |
| 2007 Contract Condition |
|
|
|
Yes |
|
|
Yes |
|
Yes |
Yes |
|
| Action |
|
|
|
Yes |
|
|
No |
|
Yes |
Not Yet |
|
Condition 2:
Lower Monthly Close.
Action --->
Sell that month's close with objective of penetrating month's
low within 2 months.
|
| Tested Month |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
| Tested Years |
32 |
32 |
32 |
32 |
35 |
36 |
38 |
38 |
38 |
38 |
38 |
| Closed Lower |
14 |
20 |
16 |
20 |
18 |
21 |
16 |
20 |
17 |
16 |
21 |
| Penetrated Low |
12 |
13 |
12 |
13 |
13 |
17 |
12 |
11 |
9 |
9 |
14 |
| Scenario Percentage |
86% |
65% |
75% |
65% |
72% |
81% |
75% |
55% |
53% |
56% |
67% |
| Avg Max Decline |
9.06% |
7.01% |
8.09% |
10.67% |
8.96% |
7.56% |
13.83% |
10.75% |
7.40% |
7.27% |
17.33% |
| Max Decline |
19.41% |
14.87% |
15.33% |
20.82% |
17.74% |
17.72% |
32.80% |
25.33% |
19.47% |
17.30% |
62.00% |
| Avg Days To Max Decline |
17 |
15 |
19 |
23 |
17 |
15 |
22 |
16 |
11 |
11 |
14 |
| Avg Max Increase |
-2.63% |
-1.44% |
-3.00% |
-2.40% |
-3.84% |
-3.24% |
-2.18% |
-1.25% |
-2.58% |
-1.52% |
-3.47% |
| Max Increase |
-5.93% |
-5.50% |
-12.61% |
-9.49% |
-11.35% |
-10.54% |
-7.79% |
-5.93% |
-11.78% |
-8.00% |
-14.64% |
| Avg Days to Max Increase |
11 |
8 |
12 |
15 |
12 |
6 |
8 |
7 |
6 |
7 |
-97 |
| 2007 Contract Condition |
|
|
|
|
Yes |
Yes |
|
Yes |
|
|
|
| Action |
|
|
|
|
Yes |
No |
|
No |
|
|
|
| High |
|
|
1264.0 |
1277.9 |
1295.2 |
1164.2 |
1260.0 |
1176.0 |
1189.0 |
1264.0 |
|
| Low |
|
|
1264.0 |
1236.6 |
1148.1 |
1068.1 |
1105.7 |
1101.0 |
1112.0 |
1160.3 |
|
| Close/Last |
|
|
1264.0 |
1267.2 |
1155.2 |
1091.5 |
1186.7 |
1144.3 |
1182.3 |
1256.4 |
|
|
|
