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| MRCI's ScenarioSM Study |
| ScenarioSM Study for July 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 |
Jun |
Jun |
Jun |
Jun |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
30 |
33 |
34 |
34 |
34 |
37 |
38 |
38 |
39 |
39 |
39 |
| Closed Higher |
12 |
15 |
12 |
17 |
16 |
21 |
22 |
19 |
14 |
26 |
14 |
| Exceeded High |
9 |
11 |
9 |
13 |
14 |
20 |
15 |
14 |
11 |
19 |
9 |
| Scenario Percentage |
75% |
73% |
75% |
76% |
88% |
95% |
68% |
74% |
79% |
73% |
64% |
| Avg Max Increase |
14.51% |
9.77% |
8.56% |
15.98% |
19.57% |
11.06% |
7.44% |
10.51% |
11.16% |
10.30% |
5.31% |
| Max Increase |
42.44% |
34.21% |
13.76% |
77.11% |
76.99% |
51.13% |
16.40% |
25.19% |
29.00% |
42.20% |
9.54% |
| Avg Days To Max Increase |
13 |
14 |
19 |
23 |
16 |
15 |
12 |
20 |
21 |
9 |
10 |
| Avg Max Decline |
-0.03% |
-2.15% |
-2.05% |
-2.27% |
-2.94% |
-2.39% |
-2.17% |
-2.87% |
-3.07% |
-1.15% |
-1.06% |
| Max Decline |
-2.44% |
-7.94% |
-6.93% |
-8.24% |
-8.56% |
-8.60% |
-12.36% |
-11.23% |
-6.56% |
-6.65% |
-4.69% |
| Avg Days to Max Decline |
8 |
7 |
12 |
12 |
11 |
6 |
6 |
10 |
5 |
5 |
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 |
Jun |
Jun |
Jun |
Jun |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
30 |
33 |
34 |
34 |
34 |
37 |
38 |
38 |
39 |
39 |
39 |
| Closed Lower |
18 |
18 |
22 |
17 |
18 |
16 |
16 |
18 |
25 |
13 |
25 |
| Penetrated Low |
12 |
15 |
17 |
13 |
11 |
7 |
10 |
16 |
15 |
11 |
15 |
| Scenario Percentage |
67% |
83% |
77% |
76% |
61% |
44% |
63% |
89% |
60% |
85% |
60% |
| Avg Max Decline |
11.05% |
7.85% |
7.37% |
13.37% |
10.79% |
8.21% |
7.71% |
8.28% |
9.79% |
9.58% |
18.56% |
| Max Decline |
20.81% |
17.67% |
17.38% |
32.83% |
25.00% |
19.12% |
25.05% |
24.60% |
26.00% |
20.62% |
62.79% |
| Avg Days To Max Decline |
24 |
14 |
13 |
21 |
17 |
11 |
16 |
21 |
18 |
13 |
11 |
| Avg Max Increase |
-1.90% |
-3.52% |
-2.54% |
-2.07% |
-1.01% |
-2.71% |
-1.43% |
-3.10% |
-2.50% |
-2.92% |
-1.76% |
| Max Increase |
-6.52% |
-11.27% |
-9.98% |
-8.97% |
-5.70% |
-11.39% |
-8.27% |
-15.08% |
-5.53% |
-7.53% |
-6.95% |
| Avg Days to Max Increase |
14 |
9 |
5 |
7 |
8 |
3 |
7 |
10 |
10 |
9 |
6 |
| 2007 Contract Condition |
|
Yes |
Yes |
|
Yes |
|
|
|
|
|
|
| Action |
|
Yes |
No |
|
No |
|
|
|
|
|
|
| High |
1282.9 |
1300.2 |
1169.2 |
1265.0 |
1173.0 |
1194.0 |
1280.0 |
|
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|
|
| Low |
1241.6 |
1153.1 |
1073.1 |
1110.7 |
1114.1 |
1117.0 |
1169.5 |
|
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|
|
| Close/Last |
1272.2 |
1160.2 |
1096.5 |
1191.7 |
1149.3 |
1188.3 |
1267.4 |
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