MRCI Online
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| ScenarioSM Study for October Platinum(NYMEX) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
| Tested Years | 32 | 32 | 34 | 36 | 37 | 40 | 40 | 40 | 40 | 40 | 40 |
| Closed Higher | 16 | 14 | 17 | 22 | 18 | 13 | 26 | 15 | 21 | 18 | 16 |
| Exceeded High | 13 | 11 | 17 | 15 | 14 | 11 | 20 | 14 | 13 | 12 | 10 |
| Scenario Percentage | 81% | 79% | 100% | 68% | 78% | 85% | 77% | 93% | 62% | 67% | 62% |
| Avg Max Increase | 13.70% | 20.90% | 11.51% | 7.61% | 10.30% | 9.31% | 11.44% | 11.42% | 9.69% | 14.50% | 7.79% |
| Max Increase | 76.31% | 76.37% | 50.37% | 15.64% | 24.60% | 20.94% | 45.70% | 44.96% | 45.94% | 64.59% | 23.17% |
| Avg Days To Max Increase | 16 | 17 | 14 | 12 | 20 | 18 | 17 | 17 | 12 | 11 | 14 |
| Avg Max Decline | -1.72% | -2.82% | -1.98% | -1.49% | -2.54% | -2.38% | -2.02% | -2.86% | -2.17% | -1.55% | -0.54% |
| Max Decline | -8.30% | -8.57% | -7.25% | -6.04% | -10.63% | -6.25% | -8.62% | -9.50% | -6.70% | -5.53% | -3.24% |
| Avg Days to Max Decline | 8 | 12 | 5 | 5 | 9 | 5 | 10 | 8 | 7 | 5 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
