|
 |
| MRCI's ScenarioSM Study |
| ScenarioSM Study for October Platinum(NYMEX) as of Aug 31, 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 |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
| Tested Years |
31 |
31 |
33 |
35 |
36 |
39 |
39 |
39 |
39 |
39 |
39 |
| Closed Higher |
15 |
14 |
16 |
21 |
18 |
12 |
26 |
15 |
20 |
18 |
15 |
| Exceeded High |
13 |
11 |
16 |
14 |
14 |
10 |
20 |
14 |
12 |
13 |
9 |
| Scenario Percentage |
87% |
79% |
100% |
67% |
78% |
83% |
77% |
93% |
60% |
72% |
60% |
| Avg Max Increase |
13.70% |
20.90% |
11.82% |
7.73% |
10.30% |
9.84% |
11.44% |
11.40% |
9.89% |
13.50% |
8.18% |
| 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 |
13 |
12 |
20 |
19 |
17 |
17 |
12 |
12 |
13 |
| Avg Max Decline |
-1.72% |
-2.82% |
-2.00% |
-1.17% |
-2.54% |
-2.63% |
-2.02% |
-2.86% |
-1.84% |
-1.80% |
-0.24% |
| 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 |
5 |
5 |
9 |
6 |
10 |
8 |
6 |
5 |
3 |
| 2007 Contract Condition |
Yes |
|
Yes |
Yes |
|
Yes |
|
|
Yes |
|
|
| Action |
No |
|
Yes |
Yes |
|
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 |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
| Tested Years |
31 |
31 |
33 |
35 |
36 |
39 |
39 |
39 |
39 |
39 |
39 |
| Closed Lower |
16 |
17 |
17 |
14 |
18 |
27 |
12 |
24 |
19 |
21 |
24 |
| Penetrated Low |
12 |
11 |
9 |
9 |
17 |
16 |
11 |
15 |
15 |
12 |
17 |
| Scenario Percentage |
75% |
65% |
53% |
64% |
94% |
59% |
92% |
63% |
79% |
57% |
71% |
| Avg Max Decline |
13.44% |
10.59% |
7.43% |
7.96% |
8.59% |
9.71% |
9.25% |
8.40% |
8.41% |
9.72% |
15.68% |
| 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 |
10 |
12 |
| Avg Max Increase |
-1.72% |
-0.67% |
-1.97% |
-3.59% |
-3.47% |
-2.68% |
-3.35% |
-1.51% |
-3.85% |
-2.36% |
-3.06% |
| 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 |
14 |
5 |
6 |
| 2007 Contract Condition |
|
Yes |
|
|
Yes |
|
Yes |
Yes |
|
Yes |
|
| Action |
|
No |
|
|
No |
|
No |
Yes |
|
Not Yet |
|
| High |
1241.3 |
1178.0 |
1199.0 |
1272.4 |
1262.8 |
1348.2 |
1357.9 |
1317.0 |
1349.6 |
1308.0 |
|
| Low |
1115.7 |
1119.1 |
1122.0 |
1174.5 |
1194.0 |
1254.0 |
1263.0 |
1271.0 |
1271.0 |
1227.2 |
|
| Close/Last |
1196.7 |
1154.3 |
1193.3 |
1272.4 |
1259.8 |
1305.4 |
1295.5 |
1286.5 |
1302.6 |
1271.6 |
|
|
|
