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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, 2014
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 37 42 43 45 45 45 45 45
Closed Higher   18 13 18 16 21 19 26 22 28 28 18
Exceeded High   14 12 10 11 18 16 21 19 26 20 13
Scenario Percentage   78% 92% 56% 69% 86% 84% 81% 86% 93% 71% 72%
Avg Max Increase   7.90% 10.32% 9.79% 14.17% 8.87% 9.28% 13.38% 19.73% 11.24% 8.58% 8.00%
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 18 16 14 15 17 18 18 14 14 16
Avg Max Decline   -2.46% -2.71% -2.94% -0.54% -2.04% -1.99% -2.92% -2.75% -2.19% -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 10 9 6 5 6 12 12 5 5 3
2013 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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 37 42 43 45 45 45 45 45
Closed Lower   17 22 17 21 21 24 19 23 17 17 26
Penetrated Low   14 14 13 13 16 18 13 11 9 10 13
Scenario Percentage   82% 64% 76% 62% 76% 75% 68% 48% 53% 59% 50%
Avg Max Decline   8.57% 6.71% 7.63% 10.67% 9.78% 7.36% 13.85% 10.75% 7.40% 7.63% 4.69%
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   18 16 19 23 17 15 22 16 11 11 10
Avg Max Increase   -2.73% -1.66% -2.75% -2.40% -3.36% -3.31% -2.07% -1.25% -2.58% -1.57% -0.73%
Max Increase   -6.06% -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   12 10 11 15 10 8 7 7 6 7 2
2013 Contract Condition   Yes   Yes     Yes   Yes   Yes Yes
Action   Yes   Yes     Yes   No   Yes Yes
High 1667.3 1578.2 1515.0 1498.3 1565.0 1719.6 1733.4 1629.5 1651.5 1706.8 1744.5 1615.0
Low 1552.7 1411.5 1396.3 1393.1 1392.7 1556.6 1535.0 1538.0 1519.1 1539.0 1581.0 1549.8
Close/Last 1578.1 1428.5 1459.7 1423.1 1543.2 1672.6 1580.3 1608.0 1542.4 1675.4 1583.5 1571.2

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