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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, 2019
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   36 36 36 38 42 43 45 45 45 45 45
Closed Higher   18 13 20 17 19 20 23 20 30 28 16
Exceeded High   14 13 12 11 17 15 19 19 27 19 13
Scenario Percentage   78% 100% 60% 65% 89% 75% 83% 95% 90% 68% 81%
Avg Max Increase   7.50% 10.61% 9.69% 13.36% 8.71% 8.86% 14.28% 19.39% 11.09% 8.78% 7.97%
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   16 15 15 11 15 18 19 17 15 14 17
Avg Max Decline   -2.35% -1.58% -1.78% -0.49% -1.72% -2.07% -3.65% -2.64% -2.10% -2.23% -1.57%
Max Decline   -7.97% -7.77% -6.49% -2.57% -8.59% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   6 7 8 3 5 6 13 11 5 5 3
2018 Contract Condition   Yes   Yes Yes   Yes Yes   Yes    
Action   Yes   Yes Yes   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   36 36 36 38 42 43 45 45 45 45 45
Closed Lower   18 23 16 21 23 23 22 25 15 17 28
Penetrated Low   15 15 13 13 19 18 16 12 9 11 13
Scenario Percentage   83% 65% 81% 62% 83% 78% 73% 48% 60% 65% 46%
Avg Max Decline   8.34% 7.11% 7.55% 10.55% 9.11% 7.74% 10.95% 10.23% 7.40% 6.88% 3.77%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 19.47% 13.88% 10.16%
Avg Days To Max Decline   17 14 20 20 17 16 21 17 11 11 9
Avg Max Increase   -2.43% -1.13% -3.17% -2.37% -3.36% -3.39% -2.35% -1.70% -2.58% -1.17% -0.79%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -10.54% -7.84% -6.68% -11.78% -8.00% -2.27%
Avg Days to Max Increase   10 8 11 14 11 9 7 9 6 6 2
2018 Contract Condition     Yes     Yes     Yes   Yes Yes
Action     Yes     Yes     No   Yes Yes
High 1001.2 975.7 976.0 947.3 1015.3 1028.3 953.5 963.3 950.4 1033.3 1016.5 987.3
Low 952.2 912.4 925.6 900.0 955.0 919.0 911.0 922.6 877.0 934.5 960.3 927.3
Close/Last 959.9 964.0 933.7 947.3 1005.8 919.8 923.9 946.6 938.3 1004.3 988.1 927.3

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