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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Sep 16, 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   17 11 19 19 17 23 24 21 30 28 17
Exceeded High   12 11 14 12 16 18 20 21 27 20 14
Scenario Percentage   71% 100% 74% 63% 94% 78% 83% 100% 90% 71% 82%
Avg Max Increase   5.70% 10.28% 10.15% 12.84% 8.89% 8.44% 14.56% 16.17% 9.87% 11.68% 11.16%
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   16 16 13 11 15 18 19 17 15 15 16
Avg Max Decline   -2.71% -1.93% -1.76% -0.45% -1.23% -2.08% -3.66% -3.08% -2.31% -2.42% -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 8 8 3 4 6 13 12 5 5 3
2022 Contract Condition             Yes   Yes Yes Yes  
Action             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   19 25 17 19 25 20 21 24 14 17 28
Penetrated Low   15 16 14 11 19 15 15 12 9 12 14
Scenario Percentage   79% 64% 82% 58% 76% 75% 71% 50% 64% 71% 50%
Avg Max Decline   8.19% 7.35% 8.10% 10.36% 8.70% 7.03% 9.50% 9.08% 11.62% 9.24% 4.19%
Max Decline   19.41% 14.87% 14.91% 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 19 16 11 13 12
Avg Max Increase   -2.33% -1.45% -3.01% -2.38% -3.76% -2.67% -2.46% -1.93% -3.19% -1.57% -1.19%
Max Increase   -6.06% -6.25% -12.61% -9.49% -12.67% -5.52% -7.84% -6.68% -11.78% -8.00% -3.33%
Avg Days to Max Increase   9 9 11 11 12 9 6 9 8 6 5
2022 Contract Condition   Yes Yes Yes Yes Yes   Yes       Yes
Action   Yes Yes Yes Yes No   Yes       Yes
High 1259.6 1275.6 1213.4 1147.0 1069.0 1030.0 1081.1 1113.4 989.9 1064.6 1132.0 1197.0
Low 1167.6 1180.1 1036.5 1040.0 961.0 897.1 944.1 924.7 886.1 919.5 1004.0 954.0
Close/Last 1215.7 1193.3 1079.5 1054.3 1019.2 963.7 1021.7 929.2 966.2 1020.8 1038.7 992.5

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