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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Jan 01, 2009
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 Feb Feb Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   32 32 32 33 37 38 40 40 40 40 40
Closed Higher   18 12 16 13 18 16 23 19 23 24 16
Exceeded High   14 11 8 9 15 13 18 16 22 18 11
Scenario Percentage   78% 92% 50% 69% 83% 81% 78% 84% 96% 75% 69%
Avg Max Increase   7.90% 10.61% 10.68% 14.79% 8.87% 9.58% 13.77% 21.15% 11.69% 7.98% 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 19 19 19 14 13 16
Avg Max Decline   -2.46% -2.54% -2.28% -0.61% -2.32% -2.17% -2.20% -2.81% -2.39% -2.36% -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 6 7 11 13 5 6 3
2008 Contract Condition           Yes Yes   Yes Yes Yes  
Action           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 Feb Feb Feb Feb Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   32 32 32 33 37 38 40 40 40 40 40
Closed Lower   14 20 16 20 19 22 17 21 17 16 23
Penetrated Low   12 13 12 13 14 17 12 11 9 9 11
Scenario Percentage   86% 65% 75% 65% 74% 77% 71% 52% 53% 56% 48%
Avg Max Decline   9.06% 7.01% 8.09% 10.67% 8.86% 7.56% 13.83% 10.75% 7.40% 7.27% 4.10%
Max Decline   19.41% 14.87% 15.33% 20.82% 17.74% 17.72% 32.80% 25.33% 19.47% 17.30% 14.37%
Avg Days To Max Decline   17 15 19 23 17 15 22 16 11 11 8
Avg Max Increase   -2.63% -1.44% -3.00% -2.40% -3.62% -3.24% -2.18% -1.25% -2.58% -1.52% -0.58%
Max Increase   -5.93% -5.50% -12.61% -9.49% -11.35% -10.54% -7.79% -5.93% -11.78% -8.00% -2.27%
Avg Days to Max Increase   11 8 12 15 11 6 8 7 6 7 2
2008 Contract Condition               Yes       Yes
Action               No       Not Yet
High         1297.0 1407.2 1479.7 1495.0 1545.9 1744.4 2214.5 2308.8
Low         1250.4 1294.0 1364.0 1396.0 1446.0 1506.1 1722.0 1802.2
Close/Last         1293.0 1407.2 1451.4 1449.1 1525.4 1737.4 2180.7 2024.4

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