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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Dec 30, 2016
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   35 35 35 37 42 43 45 45 45 45 45
Closed Higher   18 12 19 16 20 19 24 22 28 28 17
Exceeded High   14 12 11 10 17 14 20 20 26 20 13
Scenario Percentage   78% 100% 58% 63% 85% 74% 83% 91% 93% 71% 76%
Avg Max Increase   7.72% 10.11% 9.66% 14.47% 8.71% 9.19% 13.66% 19.39% 11.32% 11.30% 11.64%
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 16 17 12 15 18 18 17 14 14 17
Avg Max Decline   -2.56% -1.72% -2.68% -0.56% -1.72% -2.20% -3.06% -2.89% -2.14% -2.10% -1.57%
Max Decline   -7.97% -7.77% -7.19% -2.57% -8.59% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   7 8 8 3 5 6 12 12 5 5 3
2016 Contract Condition         Yes   Yes   Yes   Yes Yes
Action         No   No   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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 37 42 43 45 45 45 45 45
Closed Lower   17 23 16 21 22 24 21 23 17 17 27
Penetrated Low   14 14 13 13 18 18 15 12 9 10 12
Scenario Percentage   82% 61% 81% 62% 82% 75% 71% 52% 53% 59% 44%
Avg Max Decline   8.79% 7.36% 7.55% 10.33% 9.36% 7.46% 11.53% 10.23% 7.40% 6.76% 3.91%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 19.47% 13.88% 10.16%
Avg Days To Max Decline   19 14 20 21 18 15 22 17 11 14 11
Avg Max Increase   -2.66% -1.32% -3.17% -2.26% -3.61% -3.16% -2.20% -1.70% -2.58% -1.30% -1.11%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -10.54% -7.84% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   10 9 11 15 11 9 7 9 6 7 4
2016 Contract Condition   Yes Yes Yes   Yes   Yes   Yes    
Action   Yes Yes Yes   Yes   Yes   No    
High 1185.2 1183.0 1125.8 1091.5 1037.3 1019.2 1025.6 985.2 896.6 899.1 970.8 1011.1
Low 1125.8 1116.1 1065.5 970.7 950.0 901.6 895.0 827.0 826.9 811.4 852.0 931.6
Close/Last 1144.8 1116.1 1083.3 987.5 1012.8 910.3 989.6 833.7 893.2 874.3 934.3 976.6

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