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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 21, 2022
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 19 18 22 24 20 30 28 17
Exceeded High   13 12 14 12 16 17 20 20 27 20 14
Scenario Percentage   72% 100% 74% 63% 89% 77% 83% 100% 90% 71% 82%
Avg Max Increase   6.26% 9.99% 10.15% 12.84% 8.89% 8.41% 14.56% 16.13% 9.43% 11.02% 11.18%
Max Increase   14.45% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 45.18% 32.89% 72.01% 61.16%
Avg Days To Max Increase   15 15 13 11 15 18 19 16 15 15 17
Avg Max Decline   -2.54% -1.86% -1.76% -0.45% -1.23% -2.20% -3.66% -2.99% -2.26% -2.49% -1.48%
Max Decline   -7.97% -7.77% -6.49% -2.57% -3.81% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   7 7 8 3 4 6 13 12 5 6 3
2021 Contract Condition   Yes   Yes Yes     Yes Yes   Yes Yes
Action   Yes   Yes No     Yes Yes   Not Yet 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 19 24 21 21 25 14 17 28
Penetrated Low   14 15 14 10 19 16 15 12 9 12 13
Scenario Percentage   78% 63% 82% 53% 79% 76% 71% 48% 64% 71% 46%
Avg Max Decline   7.83% 7.11% 7.75% 10.20% 8.70% 7.00% 9.58% 9.08% 11.62% 9.26% 3.80%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 41.57% 35.01% 10.16%
Avg Days To Max Decline   18 14 20 21 17 14 20 16 11 15 12
Avg Max Increase   -2.38% -1.13% -2.89% -2.52% -3.76% -2.77% -2.30% -1.93% -3.19% -1.57% -1.20%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -5.52% -7.84% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   10 9 11 12 12 9 6 9 8 6 5
2021 Contract Condition     Yes     Yes Yes          
Action     No     No Yes          
High 818.1 920.0 901.2 1001.0 1038.0 998.3 927.2 987.8 1096.5 1163.4 1348.2 1240.4
Low 717.7 765.4 813.0 838.6 917.9 835.7 848.8 843.1 932.3 1011.0 1084.8 1110.0
Close/Last 812.2 874.6 859.3 925.9 953.3 915.8 852.4 970.5 1079.2 1079.2 1185.3 1188.5

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