|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for April Platinum(NYMEX) as of Jan 07, 2009 |
Condition 1:
Higher Monthly Close.
Action --->
Buy that month's close with objective of exceeding month's
high within 2 months. |
| Tested Month |
Jun |
Jun |
Jun |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
| Tested Years |
32 |
32 |
32 |
33 |
37 |
38 |
40 |
40 |
40 |
40 |
40 |
| Closed Higher |
18 |
12 |
16 |
13 |
18 |
16 |
23 |
19 |
23 |
24 |
16 |
| Exceeded High |
14 |
11 |
8 |
9 |
15 |
13 |
18 |
16 |
22 |
18 |
11 |
| Scenario Percentage |
78% |
92% |
50% |
69% |
83% |
81% |
78% |
84% |
96% |
75% |
69% |
| Avg Max Increase |
7.90% |
10.61% |
10.68% |
14.79% |
8.87% |
9.57% |
13.77% |
21.09% |
11.66% |
7.94% |
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 |
14 |
15 |
19 |
19 |
19 |
14 |
13 |
16 |
| Avg Max Decline |
-2.46% |
-2.54% |
-2.28% |
-0.61% |
-2.32% |
-2.16% |
-2.16% |
-2.81% |
-2.35% |
-2.32% |
-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 |
7 |
6 |
7 |
11 |
13 |
5 |
6 |
3 |
| 2008 Contract Condition |
|
|
|
|
Yes |
Yes |
|
Yes |
Yes |
Yes |
|
| Action |
|
|
|
|
Yes |
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 |
Jun |
Jun |
Jun |
Aug |
Sep |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
| Tested Years |
32 |
32 |
32 |
33 |
37 |
38 |
40 |
40 |
40 |
40 |
40 |
| Closed Lower |
14 |
20 |
16 |
20 |
19 |
22 |
17 |
21 |
17 |
16 |
23 |
| Penetrated Low |
12 |
13 |
12 |
13 |
14 |
17 |
12 |
11 |
9 |
9 |
15 |
| Scenario Percentage |
86% |
65% |
75% |
65% |
74% |
77% |
71% |
52% |
53% |
56% |
65% |
| Avg Max Decline |
9.06% |
7.01% |
8.09% |
10.67% |
8.86% |
7.56% |
13.83% |
10.75% |
7.40% |
7.27% |
18.32% |
| 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 |
13 |
| Avg Max Increase |
-2.63% |
-1.44% |
-3.00% |
-2.40% |
-3.62% |
-3.24% |
-2.18% |
-1.25% |
-2.58% |
-1.52% |
-3.73% |
| 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 |
11 |
6 |
8 |
7 |
6 |
7 |
-89 |
| 2008 Contract Condition |
|
|
|
|
|
|
Yes |
|
|
|
Yes |
| Action |
|
|
|
|
|
|
No |
|
|
|
Not Yet |
| High |
|
|
|
1297.0 |
1407.2 |
1478.9 |
1495.0 |
1544.0 |
1744.4 |
2214.5 |
2308.8 |
| Low |
|
|
|
1250.4 |
1294.0 |
1364.0 |
1397.3 |
1459.0 |
1506.1 |
1722.0 |
1802.2 |
| Close/Last |
|
|
|
1293.0 |
1407.2 |
1451.4 |
1449.1 |
1525.4 |
1737.4 |
2180.7 |
2024.4 |
|
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