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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Platinum(NYMEX) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 31 34 35 35 35 38 39 39 40 40 40
Closed Higher 13 15 12 18 16 22 23 19 15 26 14
Exceeded High 10 11 9 13 14 21 16 14 12 18 9
Scenario Percentage 77% 73% 75% 72% 88% 95% 70% 74% 80% 69% 64%
Avg Max Increase 13.28% 9.77% 8.56% 15.98% 19.58% 10.91% 7.36% 10.55% 10.64% 10.75% 5.31%
Max Increase 42.44% 34.21% 13.76% 77.11% 76.99% 51.13% 16.40% 25.84% 29.00% 42.20% 9.54%
Avg Days To Max Increase 12 14 19 23 16 16 13 20 20 9 10
Avg Max Decline 0.00% -2.15% -2.05% -2.27% -3.07% -2.37% -2.51% -2.90% -2.90% -1.30% -1.06%
Max Decline -2.44% -7.94% -6.93% -8.24% -8.56% -8.60% -12.36% -11.23% -6.56% -6.65% -4.69%
Avg Days to Max Decline 7 7 12 12 11 6 6 10 4 6 3
2007 Contract Condition Yes     Yes   Yes Yes   Yes    
Action Yes     No   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 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years 31 34 35 35 35 38 39 39 40 40 40
Closed Lower 18 19 23 17 19 16 16 19 25 14 26
Penetrated Low 12 16 17 13 11 7 10 16 14 11 15
Scenario Percentage 67% 84% 74% 76% 58% 44% 62% 84% 56% 79% 58%
Avg Max Decline 11.05% 7.83% 7.37% 13.37% 10.79% 8.21% 7.71% 8.28% 10.20% 9.58% 18.56%
Max Decline 20.81% 17.67% 17.38% 32.83% 25.00% 19.12% 25.05% 24.60% 26.00% 20.62% 62.79%
Avg Days To Max Decline 24 15 13 21 17 11 16 21 19 13 11
Avg Max Increase -1.90% -3.34% -2.54% -2.07% -1.01% -2.71% -1.43% -3.10% -2.44% -2.92% -1.76%
Max Increase -6.52% -11.27% -9.98% -8.97% -5.70% -11.39% -8.27% -15.08% -5.53% -7.53% -6.95%
Avg Days to Max Increase 14 9 5 7 8 3 7 9 10 9 6
2007 Contract Condition   Yes Yes   Yes     Yes   Yes Yes
Action   Yes No   No     No   Not Yet Yes
High 1282.9 1300.2 1169.2 1265.0 1175.0 1194.0 1280.0 1268.0 1345.0 1353.8 1320.0
Low 1241.6 1153.1 1073.1 1110.7 1114.1 1117.0 1165.5 1170.0 1242.5 1255.1 1264.0
Close/Last 1272.2 1160.2 1096.5 1191.7 1149.3 1188.3 1267.4 1254.8 1298.4 1285.8 1279.0

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