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