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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, 2015
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   17 12 19 16 21 19 25 22 28 29 18
Exceeded High   13 11 11 11 18 15 20 19 27 21 13
Scenario Percentage   76% 92% 58% 69% 86% 79% 80% 86% 96% 72% 72%
Avg Max Increase   7.97% 10.81% 9.66% 14.17% 8.87% 9.12% 13.66% 19.95% 11.13% 8.31% 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 17 17 14 15 17 18 18 14 13 16
Avg Max Decline   -2.65% -1.96% -2.68% -0.54% -2.04% -2.10% -3.06% -2.56% -2.15% -2.28% -1.35%
Max Decline   -7.97% -7.77% -7.19% -2.57% -8.59% -9.88% -11.07% -8.21% -8.76% -9.84% -6.36%
Avg Days to Max Decline   8 8 8 6 5 6 12 11 5 5 3
2014 Contract Condition       Yes Yes   Yes   Yes Yes Yes  
Action       Yes No   No   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   18 23 16 21 21 24 20 23 17 16 26
Penetrated Low   15 14 12 13 17 18 14 11 9 9 12
Scenario Percentage   83% 61% 75% 62% 81% 75% 70% 48% 53% 56% 46%
Avg Max Decline   8.71% 6.71% 7.79% 10.67% 9.47% 7.36% 13.15% 10.75% 7.40% 6.56% 3.89%
Max Decline   19.41% 14.87% 15.33% 20.82% 26.64% 17.72% 32.80% 25.33% 19.47% 13.88% 10.16%
Avg Days To Max Decline   19 16 20 23 18 15 22 16 11 11 9
Avg Max Increase   -2.86% -1.66% -2.98% -2.40% -3.44% -3.31% -2.09% -1.25% -2.58% -1.34% -0.77%
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   11 10 12 15 11 8 7 7 6 7 2
2014 Contract Condition   Yes Yes     Yes   Yes       Yes
Action   Yes No     Yes   Yes       Not Yet
High 1603.6 1521.7 1536.8 1459.1 1553.9 1544.3 1483.0 1473.7 1402.8 1473.0 1456.8 1489.0
Low 1414.4 1458.5 1311.1 1330.4 1432.2 1407.0 1364.3 1354.2 1315.8 1364.6 1361.4 1394.3
Close/Last 1512.3 1468.9 1343.6 1433.1 1532.4 1416.6 1450.7 1372.3 1373.8 1375.7 1446.8 1418.5

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