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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 32 32 32 33 38 39 41 41 41 41 41
Closed Higher 18 12 16 13 18 16 24 20 24 25 17
Exceeded High 14 11 8 9 15 13 19 17 23 19 12
Scenario Percentage 78% 92% 50% 69% 83% 81% 79% 85% 96% 76% 71%
Avg Max Increase 7.90% 10.61% 10.68% 14.79% 8.87% 9.58% 13.77% 21.02% 11.95% 10.92% 12.08%
Max Increase 19.15% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 77.88% 51.68% 72.01% 61.16%
Avg Days To Max Increase 18 17 13 14 15 19 19 19 15 13 16
Avg Max Decline -2.46% -2.54% -2.28% -0.61% -2.32% -2.17% -2.67% -2.85% -2.44% -2.50% -1.51%
Max Decline -7.97% -11.01% -7.19% -2.57% -8.59% -9.88% -11.07% -8.21% -8.76% -9.84% -6.36%
Avg Days to Max Decline 8 7 7 7 6 7 10 13 5 6 3
2009 Contract Condition             Yes Yes Yes Yes Yes
Action             Yes 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 Feb Feb Feb Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years 32 32 32 33 38 39 41 41 41 41 41
Closed Lower 14 20 16 20 20 23 17 21 17 16 23
Penetrated Low 12 13 12 13 15 17 12 11 9 9 15
Scenario Percentage 86% 65% 75% 65% 75% 74% 71% 52% 53% 56% 65%
Avg Max Decline 9.06% 7.01% 8.09% 10.67% 10.05% 7.56% 13.83% 10.75% 7.40% 7.30% 18.34%
Max Decline 19.41% 14.87% 15.33% 20.82% 26.64% 17.72% 32.80% 25.33% 19.47% 17.30% 62.00%
Avg Days To Max Decline 17 15 19 23 18 15 22 16 11 14 14
Avg Max Increase -2.63% -1.44% -3.00% -2.40% -3.57% -3.24% -2.18% -1.25% -2.58% -1.52% -4.04%
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 -88
2009 Contract Condition         Yes Yes          
Action         Yes No          
High       1547.5 1422.5 1067.5 899.5 950.0 1011.6 1119.9 1167.4
Low       1367.6 1013.2 761.5 785.0 790.0 908.0 956.7 1030.5
Close/Last       1509.8 1038.0 837.6 888.3 941.5 991.3 1085.3 1120.8

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