|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for July Platinum(NYMEX) as of Jan 07, 2009 |
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 |
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 |
19 |
9 |
| Scenario Percentage |
77% |
73% |
75% |
72% |
88% |
96% |
71% |
74% |
80% |
70% |
60% |
| Avg Max Increase |
13.28% |
9.77% |
8.56% |
15.98% |
21.15% |
11.92% |
7.30% |
10.51% |
10.57% |
10.40% |
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 |
12 |
14 |
19 |
23 |
17 |
15 |
12 |
20 |
19 |
9 |
10 |
| Avg Max Decline |
0.00% |
-2.15% |
-2.05% |
-2.27% |
-2.76% |
-2.20% |
-2.34% |
-2.87% |
-2.86% |
-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 |
7 |
7 |
12 |
12 |
12 |
5 |
6 |
10 |
4 |
5 |
3 |
| 2008 Contract Condition |
|
|
|
|
Yes |
Yes |
Yes |
|
|
Yes |
Yes |
| Action |
|
|
|
|
Yes |
Yes |
Yes |
|
|
Not Yet |
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 |
Oct |
Nov |
Dec |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
| Tested Years |
31 |
34 |
35 |
36 |
36 |
39 |
40 |
40 |
41 |
41 |
41 |
| Closed Lower |
18 |
19 |
23 |
18 |
19 |
16 |
16 |
20 |
26 |
14 |
26 |
| Penetrated Low |
12 |
16 |
17 |
13 |
11 |
7 |
10 |
16 |
16 |
11 |
15 |
| Scenario Percentage |
67% |
84% |
74% |
72% |
58% |
44% |
63% |
80% |
62% |
79% |
58% |
| Avg Max Decline |
11.05% |
7.83% |
7.37% |
13.37% |
10.79% |
8.21% |
7.71% |
8.28% |
9.37% |
9.61% |
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 |
15 |
13 |
21 |
17 |
11 |
16 |
21 |
17 |
14 |
11 |
| Avg Max Increase |
-1.90% |
-3.34% |
-2.54% |
-2.07% |
-1.01% |
-2.71% |
-1.43% |
-3.10% |
-2.23% |
-2.92% |
-1.97% |
| Max Increase |
-6.52% |
-11.27% |
-9.98% |
-8.97% |
-5.70% |
-11.39% |
-8.27% |
-15.08% |
-5.53% |
-7.53% |
-8.18% |
| Avg Days to Max Increase |
14 |
9 |
5 |
7 |
8 |
3 |
7 |
10 |
9 |
9 |
6 |
| 2008 Contract Condition |
|
|
|
Yes |
|
|
|
Yes |
Yes |
|
|
| Action |
|
|
|
No |
|
|
|
No |
Yes |
|
|
| High |
|
|
1481.1 |
1493.6 |
1541.1 |
1728.3 |
2187.7 |
2299.0 |
2084.0 |
2224.0 |
2125.0 |
| Low |
|
|
1456.1 |
1403.8 |
1468.9 |
1520.9 |
1739.9 |
1806.7 |
1887.0 |
1875.0 |
1992.0 |
| Close/Last |
|
|
1462.8 |
1452.1 |
1525.4 |
1724.9 |
2187.7 |
2043.4 |
1935.2 |
2013.8 |
2069.5 |
|
|
