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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Dec 31, 2010
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 Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   32 32 32 34 39 40 42 42 42 42 42
Closed Higher   18 12 16 14 19 17 25 21 25 26 18
Exceeded High   14 11 8 10 16 14 20 18 23 20 13
Scenario Percentage   78% 92% 50% 71% 84% 82% 80% 86% 92% 77% 72%
Avg Max Increase   7.90% 10.61% 10.68% 14.36% 9.18% 9.88% 13.74% 20.55% 11.95% 11.07% 11.70%
Max Increase   19.15% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 77.88% 51.68% 72.01% 61.16%
Avg Days To Max Increase   18 17 13 15 16 18 19 19 15 14 17
Avg Max Decline   -2.46% -2.54% -2.28% -0.68% -2.27% -2.02% -2.79% -2.69% -2.44% -2.38% -1.35%
Max Decline   -7.97% -11.01% -7.19% -2.57% -8.59% -9.88% -11.07% -8.21% -8.76% -9.84% -6.36%
Avg Days to Max Decline   8 7 7 6 6 7 11 12 5 5 3
2010 Contract Condition         Yes Yes Yes Yes Yes Yes Yes Yes
Action         Yes Yes Yes Yes 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 Feb Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   32 32 32 34 39 40 42 42 42 42 42
Closed Lower   14 20 16 20 20 23 17 21 17 16 23
Penetrated Low   12 13 12 13 15 17 12 11 9 9 11
Scenario Percentage   86% 65% 75% 65% 75% 74% 71% 52% 53% 56% 48%
Avg Max Decline   9.06% 7.01% 8.09% 10.67% 10.05% 7.56% 13.83% 10.75% 7.40% 7.30% 4.12%
Max Decline   19.41% 14.87% 15.33% 20.82% 26.64% 17.72% 32.80% 25.33% 19.47% 17.30% 14.37%
Avg Days To Max Decline   17 15 19 23 18 15 22 16 11 14 10
Avg Max Increase   -2.63% -1.44% -3.00% -2.40% -3.57% -3.24% -2.18% -1.25% -2.58% -1.52% -0.95%
Max Increase   -5.93% -5.50% -12.61% -9.49% -11.35% -10.54% -7.79% -5.93% -11.78% -8.00% -3.33%
Avg Days to Max Increase   11 8 12 15 11 6 8 7 6 7 4
2010 Contract Condition                        
Action                        
High       1224.1 1304.1 1361.4 1387.0 1489.3 1515.0 1654.0 1594.0 1646.6
Low       1198.9 1235.5 1238.0 1288.4 1329.4 1387.7 1471.0 1452.0 1540.0
Close/Last       1224.1 1255.2 1307.8 1330.5 1462.2 1471.0 1506.0 1539.9 1639.8

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