MRCI Online
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| ScenarioSM Study for July Platinum(NYMEX) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
| Tested Years | 31 | 34 | 35 | 36 | 36 | 39 | 40 | 40 | 41 | 41 | 41 | |
| Closed Higher | 13 | 15 | 12 | 18 | 17 | 23 | 24 | 19 | 15 | 27 | 15 | |
| Exceeded High | 10 | 11 | 9 | 13 | 15 | 22 | 17 | 14 | 12 | 18 | 9 | |
| Scenario Percentage | 77% | 73% | 75% | 72% | 88% | 96% | 71% | 74% | 80% | 67% | 60% | |
| Avg Max Increase | 13.28% | 9.77% | 8.56% | 15.98% | 21.16% | 11.93% | 7.30% | 10.55% | 10.64% | 10.86% | 5.31% | |
| Max Increase | 42.44% | 34.21% | 13.76% | 77.11% | 76.99% | 51.13% | 16.40% | 25.84% | 29.00% | 42.20% | 9.54% | |
| Avg Days To Max Increase | 12 | 14 | 19 | 23 | 17 | 15 | 12 | 20 | 20 | 9 | 10 | |
| Avg Max Decline | 0.00% | -2.15% | -2.05% | -2.27% | -2.88% | -2.22% | -2.34% | -2.90% | -2.90% | -1.30% | -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 | 7 | 7 | 12 | 12 | 12 | 5 | 6 | 10 | 4 | 6 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Not Yet | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
