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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for October Platinum(NYMEX) as of Jan 01, 2013
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   35 35 37 40 42 45 45 45 45 45 45
Closed Higher   16 16 20 26 20 15 28 17 24 21 19
Exceeded High   13 13 20 18 16 12 21 15 16 14 13
Scenario Percentage   81% 81% 100% 69% 80% 80% 75% 88% 67% 67% 68%
Avg Max Increase   13.70% 18.89% 10.90% 7.65% 10.07% 8.64% 11.30% 11.17% 9.40% 14.04% 7.01%
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 16 15 13 20 16 17 17 14 12 14
Avg Max Decline   -1.72% -2.30% -1.82% -1.64% -2.11% -2.28% -1.86% -3.01% -2.51% -1.55% -0.61%
Max Decline   -8.30% -8.57% -7.25% -7.72% -10.63% -6.25% -8.62% -9.50% -6.70% -5.53% -3.24%
Avg Days to Max Decline   8 11 6 5 8 5 9 9 9 5 3
2012 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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep
Tested Years   35 35 37 40 42 45 45 45 45 45 45
Closed Lower   19 19 17 14 22 30 16 28 21 24 26
Penetrated Low   13 11 9 9 18 19 13 18 16 13 16
Scenario Percentage   68% 58% 53% 64% 82% 63% 81% 64% 76% 54% 62%
Avg Max Decline   13.38% 10.59% 7.43% 7.96% 8.97% 9.09% 8.77% 7.87% 10.60% 12.62% 6.75%
Max Decline   32.76% 24.54% 19.23% 23.54% 24.07% 25.45% 19.61% 23.77% 43.52% 47.49% 22.93%
Avg Days To Max Decline   22 17 13 18 22 18 17 15 20 11 10
Avg Max Increase   -1.58% -0.67% -1.97% -3.59% -3.35% -2.08% -3.36% -1.73% -3.63% -2.23% -1.55%
Max Increase   -8.86% -4.96% -11.02% -16.71% -14.39% -5.40% -7.34% -5.75% -14.00% -12.42% -7.25%
Avg Days to Max Increase   7 7 6 9 10 9 11 5 13 5 3
2012 Contract Condition   Yes Yes     Yes Yes Yes   Yes    
Action   Yes No     Yes Yes Yes   No    
High 1661.5 1683.5 1570.4 1629.7 1741.4 1712.9 1669.4 1579.0 1508.7 1493.8 1563.6 1716.5
Low 1478.5 1544.4 1374.0 1416.3 1604.5 1615.0 1548.5 1391.8 1385.3 1378.5 1382.7 1537.9
Close/Last 1617.3 1572.9 1413.4 1594.8 1700.3 1647.8 1575.9 1422.0 1452.4 1416.9 1537.3 1665.3

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