MRCI's ScenarioSM Study

ScenarioSM Study for October Platinum(NYMEX) as of Jan 01, 2009
Condition 1: Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month	Oct	Feb	Feb	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep
Tested Years		33	32	34	37	38	41	41	41	41	41	41
Closed Higher		16	14	17	23	18	13	27	16	21	18	16
Exceeded High		13	11	17	16	14	11	20	14	13	12	10
Scenario Percentage		81%	79%	100%	70%	78%	85%	74%	88%	62%	67%	63%
Avg Max Increase		13.70%	20.90%	11.51%	7.50%	10.30%	9.31%	11.44%	11.42%	9.69%	14.51%	7.92%
Max Increase		76.31%	76.37%	50.37%	15.64%	24.60%	20.94%	45.70%	44.96%	45.94%	64.59%	23.17%
Avg Days To Max Increase		16	17	14	12	20	18	17	17	12	12	15
Avg Max Decline		-1.72%	-2.82%	-1.98%	-1.38%	-2.54%	-2.38%	-2.02%	-2.86%	-2.17%	-1.55%	-0.54%
Max Decline		-8.30%	-8.57%	-7.25%	-6.04%	-10.63%	-6.25%	-8.62%	-9.50%	-6.70%	-5.53%	-3.24%
Avg Days to Max Decline		8	12	5	5	9	5	10	8	7	5	3
2008 Contract Condition					Yes			Yes	Yes
Action					Yes			No	No

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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	Oct	Feb	Feb	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep
Tested Years		33	32	34	37	38	41	41	41	41	41	41
Closed Lower		17	18	17	14	20	28	13	25	20	23	25
Penetrated Low		12	11	9	9	17	17	11	16	16	14	15
Scenario Percentage		71%	61%	53%	64%	85%	61%	85%	64%	80%	61%	60%
Avg Max Decline		13.44%	10.59%	7.43%	7.96%	8.59%	9.31%	9.25%	8.17%	10.60%	11.98%	7.02%
Max Decline		32.76%	24.54%	19.23%	23.54%	24.07%	25.45%	19.61%	23.77%	43.52%	48.87%	24.95%
Avg Days To Max Decline		22	17	13	18	21	19	16	16	20	14	13
Avg Max Increase		-1.72%	-0.67%	-1.97%	-3.59%	-3.47%	-2.37%	-3.35%	-1.80%	-3.63%	-2.69%	-2.25%
Max Increase		-8.86%	-4.96%	-11.02%	-16.71%	-14.39%	-5.40%	-7.34%	-5.75%	-14.00%	-12.42%	-10.56%
Avg Days to Max Increase		8	7	6	9	10	10	11	6	13	9	4
2008 Contract Condition						Yes	Yes			Yes	Yes	Yes
Action						No	Yes			Yes	Yes	Yes
High	1461.9			1723.1	2190.2	2288.0	2077.8	2214.2	2122.3	2096.5	1759.0	1499.8
Low	1347.3			1539.3	1755.7	1860.0	1913.1	1879.5	1970.0	1711.0	1307.0	995.2
Close/Last	1442.8			1723.1	2190.2	2046.1	1937.0	2016.2	2072.0	1761.9	1489.8	1015.1