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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for January Platinum(NYMEX) as of Aug 18, 2023
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   38 38 40 41 44 44 45 45 45 45 45
Closed Higher   23 15 15 24 13 24 23 18 23 24 20
Exceeded High   14 12 10 17 12 19 16 16 18 19 17
Scenario Percentage   61% 80% 67% 71% 92% 79% 70% 89% 78% 79% 85%
Avg Max Increase   8.12% 9.49% 6.92% 8.03% 11.27% 9.95% 11.59% 10.16% 8.88% 13.12% 9.11%
Max Increase   17.83% 17.12% 14.27% 25.18% 44.34% 45.95% 42.59% 35.94% 15.85% 75.17% 37.89%
Avg Days To Max Increase   15 20 16 15 15 13 14 15 18 19 16
Avg Max Decline   -1.72% -2.70% -1.46% -1.87% -2.22% -1.91% -1.38% -1.62% -2.14% -4.26% -1.38%
Max Decline   -7.12% -11.64% -6.66% -8.35% -8.04% -6.01% -5.21% -5.50% -9.77% -11.25% -5.16%
Avg Days to Max Decline   6 9 4 8 5 11 4 7 5 13 5
2023 Contract Condition   Yes     Yes       Yes Yes Yes Yes
Action   Yes     Yes       Yes Yes Yes Yes
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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Tested Years   38 38 40 41 44 44 45 45 45 45 45
Closed Lower   15 23 25 17 31 20 22 27 22 21 25
Penetrated Low   11 19 18 14 21 16 14 20 15 15 10
Scenario Percentage   73% 83% 72% 82% 68% 80% 64% 74% 68% 71% 40%
Avg Max Decline   9.51% 6.83% 8.19% 8.66% 7.89% 11.53% 12.89% 8.59% 7.09% 8.09% 5.98%
Max Decline   32.12% 15.43% 24.87% 19.16% 23.23% 43.40% 49.85% 26.87% 18.76% 22.35% 13.49%
Avg Days To Max Decline   14 18 20 18 14 21 19 18 15 18 15
Avg Max Increase   -0.72% -3.62% -2.92% -2.71% -1.66% -3.57% -2.76% -3.93% -3.17% -2.54% -0.73%
Max Increase   -2.97% -13.58% -9.80% -6.24% -6.63% -13.19% -11.64% -12.95% -6.48% -7.70% -3.63%
Avg Days to Max Increase   5 11 15 10 8 15 11 10 14 8 4
2023 Contract Condition     Yes Yes   Yes Yes Yes        
Action     Yes Yes   Yes Yes Yes        
High 1060.0 1125.0 1176.7 1028.2 989.9 1036.1 900.4 975.5 934.3 974.1 1074.1 1077.5
Low 940.1 1010.7 983.7 906.0 918.0 882.1 808.4 826.8 801.2 856.1 912.6 971.4
Close/Last 1024.6 1043.7 1002.1 943.6 970.2 898.4 891.6 831.6 859.1 930.1 1039.3 1073.7

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