MRCI's ScenarioSM Study

ScenarioSM Study for October Platinum(NYM) as of Dec 05, 2003
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	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep
Tested Years	31	31	32	34	34	36	36	36	36	36	36
Closed Higher	15	14	15	20	16	10	24	14	18	16	14
Exceeded High	13	11	15	13	12	8	19	13	10	11	8
Scenario Percentage	87%	79%	100%	65%	75%	80%	79%	93%	56%	69%	57%
Avg Max Increase	13.70%	20.90%	11.90%	7.86%	9.64%	9.99%	11.92%	11.89%	10.59%	15.56%	8.93%
Max Increase	76.31%	76.37%	50.37%	15.64%	18.45%	20.94%	45.70%	44.96%	45.94%	64.59%	23.17%
Avg Days To Max Increase	16	17	13	12	22	20	18	17	10	12	12
Avg Max Decline	-1.72%	-2.82%	-1.99%	-1.13%	-2.78%	-3.09%	-2.22%	-2.84%	-2.08%	-1.66%	-0.05%
Max Decline	-8.30%	-8.57%	-7.25%	-4.61%	-10.63%	-6.25%	-8.62%	-9.50%	-6.70%	-5.44%	-1.73%
Avg Days to Max Decline	8	12	6	5	10	5	10	8	5	5	3
2003 Contract Condition				Yes			Yes	Yes	Yes	Yes
Action				Yes			Yes	Yes	Yes	Yes

Copyright © 2003 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep
Tested Years	31	31	32	34	34	36	36	36	36	36	36
Closed Lower	16	17	17	14	18	26	11	22	18	20	22
Penetrated Low	12	11	9	9	17	15	11	15	14	13	15
Scenario Percentage	75%	65%	53%	64%	94%	58%	100%	68%	78%	65%	68%
Avg Max Decline	13.44%	10.59%	7.43%	7.96%	8.59%	10.06%	9.25%	8.40%	8.33%	9.14%	16.93%
Max Decline	32.76%	24.54%	19.23%	23.54%	24.07%	25.45%	19.61%	23.77%	13.94%	19.99%	44.39%
Avg Days To Max Decline	22	17	13	18	21	20	16	16	19	13	12
Avg Max Increase	-1.72%	-0.67%	-1.97%	-3.59%	-3.47%	-2.66%	-3.35%	-1.51%	-3.90%	-2.85%	-3.36%
Max Increase	-8.86%	-4.96%	-11.02%	-16.71%	-14.39%	-5.40%	-7.34%	-5.75%	-14.00%	-12.42%	-11.84%
Avg Days to Max Increase	8	7	6	9	10	11	11	5	12	10	7
2003 Contract Condition					Yes	Yes					Yes
Action					Yes	No					Not Yet
High			640.4	665.2	681.4	619.9	670.0	669.0	701.0	715.0	718.0
Low			629.3	627.8	612.2	584.1	585.5	621.0	655.2	673.0	688.0
Close/Last			640.4	653.5	622.4	589.3	621.8	654.6	685.7	708.6	706.9