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