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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Oct 20, 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 12 19 17 19 21 23 19 30 28 16
Exceeded High   13 12 12 11 17 16 19 18 27 20 13
Scenario Percentage   72% 100% 63% 65% 89% 76% 83% 95% 90% 71% 81%
Avg Max Increase   6.61% 10.25% 9.69% 13.36% 8.84% 8.59% 14.28% 16.14% 9.43% 8.53% 7.97%
Max Increase   18.91% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 45.18% 32.89% 22.55% 14.83%
Avg Days To Max Increase   15 15 15 11 15 17 19 17 15 15 17
Avg Max Decline   -2.20% -1.66% -1.78% -0.49% -1.66% -1.90% -3.65% -2.83% -2.26% -2.49% -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 8 8 3 5 6 13 12 5 6 3
2019 Contract Condition   Yes       Yes Yes     Yes Yes  
Action   No       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   36 36 36 38 42 43 45 45 45 45 45
Closed Lower   18 24 17 21 23 22 22 26 15 17 28
Penetrated Low   15 16 14 12 19 17 17 13 9 11 13
Scenario Percentage   83% 67% 82% 57% 83% 77% 77% 50% 60% 65% 46%
Avg Max Decline   8.34% 7.40% 7.75% 10.75% 9.11% 7.65% 10.45% 9.63% 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 19 17 15 20 16 11 11 9
Avg Max Increase   -2.43% -1.03% -2.89% -2.08% -3.36% -3.37% -2.33% -1.92% -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 11 11 10 7 8 6 6 2
2019 Contract Condition     Yes Yes Yes     Yes Yes     Yes
Action     Yes Yes No     Yes Yes     Not Yet
High 960.2 943.3 927.6 863.9 848.6 844.8 858.6 885.6 821.4 836.5 879.9 877.1
Low 922.8 900.0 860.0 810.0 767.0 780.0 816.0 804.2 785.0 787.9 780.9 809.6
Close/Last 922.8 927.3 868.6 855.2 795.6 826.5 847.3 804.8 800.6 824.7 875.2 848.9

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