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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, 2016
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 19 15 20 18 24 22 28 28 17
Exceeded High   14 12 11 10 17 14 20 19 26 20 13
Scenario Percentage   78% 92% 58% 67% 85% 78% 83% 86% 93% 71% 76%
Avg Max Increase   7.72% 10.11% 9.66% 14.47% 8.71% 9.19% 13.66% 19.95% 11.32% 11.01% 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 16 17 12 15 18 18 18 14 14 17
Avg Max Decline   -2.56% -1.72% -2.68% -0.56% -1.72% -2.20% -3.06% -2.56% -2.14% -2.38% -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   7 8 8 3 5 6 12 11 5 6 3
2015 Contract Condition   Yes Yes             Yes    
Action   Yes Yes             No    
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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 16 22 22 25 21 23 17 17 27
Penetrated Low   14 13 13 14 18 19 15 12 9 10 12
Scenario Percentage   82% 59% 81% 64% 82% 76% 71% 52% 53% 59% 44%
Avg Max Decline   8.30% 6.98% 8.06% 11.08% 9.46% 7.23% 12.48% 10.23% 7.40% 6.76% 3.91%
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   18 15 20 21 17 16 22 17 11 14 11
Avg Max Increase   -2.98% -1.36% -2.84% -2.17% -3.23% -3.23% -2.19% -1.70% -2.58% -1.30% -1.11%
Max Increase   -6.06% -5.03% -12.61% -9.49% -11.35% -10.54% -7.79% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   12 9 11 14 11 9 7 9 6 7 4
2015 Contract Condition       Yes Yes Yes Yes Yes Yes   Yes Yes
Action       Yes Yes Yes Yes Yes Yes   Yes Not Yet
High 1470.4 1493.8 1483.3 1518.1 1484.2 1416.4 1298.0 1244.8 1257.7 1290.3 1258.7 1196.8
Low 1403.6 1430.6 1434.2 1467.4 1421.7 1301.0 1193.8 1179.0 1176.3 1187.7 1155.0 1086.7
Close/Last 1431.1 1453.3 1483.3 1467.4 1428.0 1302.1 1236.4 1213.0 1209.5 1238.2 1185.6 1142.6

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