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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, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   34 34 34 36 41 42 44 44 44 44 44
Closed Higher   18 12 18 15 20 19 25 22 27 28 18
Exceeded High   14 11 10 10 17 16 20 19 25 20 13
Scenario Percentage   78% 92% 56% 67% 85% 84% 80% 86% 93% 71% 72%
Avg Max Increase   7.90% 10.61% 9.79% 14.36% 9.18% 9.28% 13.74% 19.73% 11.52% 8.58% 8.00%
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 16 15 16 17 19 18 15 14 16
Avg Max Decline   -2.46% -2.54% -2.94% -0.68% -2.10% -1.99% -2.79% -2.75% -2.26% -2.38% -1.35%
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 9 6 6 6 11 12 5 5 3
2012 Contract Condition       Yes Yes   Yes     Yes Yes  
Action       Yes No   Yes     Yes Not Yet  
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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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   34 34 34 36 41 42 44 44 44 44 44
Closed Lower   16 22 16 21 21 23 19 22 17 16 25
Penetrated Low   13 14 12 13 16 17 13 11 9 9 12
Scenario Percentage   81% 64% 75% 62% 76% 74% 68% 50% 53% 56% 48%
Avg Max Decline   9.04% 6.71% 8.09% 10.67% 9.78% 7.56% 13.85% 10.75% 7.40% 7.27% 4.24%
Max Decline   19.41% 14.87% 15.33% 20.82% 26.64% 17.72% 32.80% 25.33% 19.47% 17.30% 14.37%
Avg Days To Max Decline   18 16 19 23 17 15 22 16 11 11 9
Avg Max Increase   -2.47% -1.66% -3.00% -2.40% -3.36% -3.24% -2.07% -1.25% -2.58% -1.52% -0.63%
Max Increase   -5.93% -5.50% -12.61% -9.49% -11.35% -10.54% -7.79% -5.93% -11.78% -8.00% -2.27%
Avg Days to Max Increase   11 10 12 15 10 6 7 7 6 7 2
2012 Contract Condition   Yes Yes     Yes   Yes Yes     Yes
Action   Yes No     Yes   Yes No     Yes
High 1875.0 1883.4 1853.3 1814.0 1925.5 1897.9 1660.0 1677.7 1579.4 1633.0 1739.0 1714.8
Low 1776.1 1763.8 1680.8 1722.5 1690.0 1500.3 1438.9 1518.8 1347.6 1391.3 1588.5 1604.0
Close/Last 1872.8 1842.5 1731.8 1791.3 1863.5 1527.9 1610.8 1566.5 1404.9 1588.1 1692.6 1638.3

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