MRCI's ScenarioSM Study

ScenarioSM Study for April 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	Feb	Feb	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar
Tested Years	32	32	32	33	36	37	39	39	39	39	39
Closed Higher	18	12	16	13	17	15	23	18	22	23	16
Exceeded High	14	11	8	9	14	12	18	15	21	17	11
Scenario Percentage	78%	92%	50%	69%	82%	80%	78%	83%	95%	74%	69%
Avg Max Increase	7.90%	10.61%	10.68%	14.79%	9.05%	9.83%	13.77%	19.55%	10.68%	8.03%	7.86%
Max Increase	19.15%	44.15%	45.59%	42.20%	34.53%	14.05%	78.46%	77.88%	51.68%	22.55%	14.83%
Avg Days To Max Increase	18	17	13	14	15	18	19	18	15	14	16
Avg Max Decline	-2.46%	-2.54%	-2.28%	-0.61%	-2.27%	-2.03%	-2.20%	-2.91%	-2.46%	-2.50%	-1.63%
Max Decline	-7.97%	-11.01%	-7.19%	-2.57%	-8.59%	-9.88%	-8.40%	-8.21%	-8.76%	-9.84%	-6.36%
Avg Days to Max Decline	8	7	7	7	7	7	11	12	6	6	3
2007 Contract Condition				Yes			Yes		Yes	Yes
Action				Yes			No		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	Feb	Feb	Jul	Aug	Sep	Oct	Nov	Dec	Jan	Feb	Mar
Tested Years	32	32	32	33	36	37	39	39	39	39	39
Closed Lower	14	20	16	20	19	22	16	21	17	16	22
Penetrated Low	12	13	12	13	14	17	12	11	9	9	15
Scenario Percentage	86%	65%	75%	65%	74%	77%	75%	52%	53%	56%	68%
Avg Max Decline	9.06%	7.01%	8.09%	10.67%	8.86%	7.56%	13.83%	10.75%	7.40%	7.27%	18.32%
Max Decline	19.41%	14.87%	15.33%	20.82%	17.74%	17.72%	32.80%	25.33%	19.47%	17.30%	62.00%
Avg Days To Max Decline	17	15	19	23	17	15	22	16	11	11	13
Avg Max Increase	-2.63%	-1.44%	-3.00%	-2.40%	-3.62%	-3.24%	-2.18%	-1.25%	-2.58%	-1.52%	-3.77%
Max Increase	-5.93%	-5.50%	-12.61%	-9.49%	-11.35%	-10.54%	-7.79%	-5.93%	-11.78%	-8.00%	-14.64%
Avg Days to Max Increase	11	8	12	15	11	6	8	7	6	7	-89
2007 Contract Condition					Yes	Yes		Yes			Yes
Action					Yes	No		No			Not Yet
High			1264.0	1277.9	1295.2	1164.2	1274.5	1188.0	1190.1	1269.9	1264.0
Low			1264.0	1236.6	1148.1	1068.1	1105.2	1102.0	1108.0	1156.1	1164.0
Close/Last			1264.0	1267.2	1155.2	1091.5	1186.7	1144.3	1182.3	1256.4	1248.3