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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, 2015
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   36 36 38 41 43 45 45 45 45 45 45
Closed Higher   16 16 22 27 20 15 27 17 25 20 18
Exceeded High   13 14 22 19 16 12 21 15 17 13 13
Scenario Percentage   81% 88% 100% 70% 80% 80% 78% 88% 68% 65% 72%
Avg Max Increase   13.82% 18.00% 10.44% 7.39% 10.07% 7.29% 10.49% 10.97% 9.38% 15.10% 7.12%
Max Increase   76.31% 76.37% 50.37% 15.64% 24.60% 14.50% 45.70% 44.96% 45.94% 64.59% 23.17%
Avg Days To Max Increase   17 17 14 13 20 16 17 16 15 13 14
Avg Max Decline   -2.17% -1.97% -1.63% -1.53% -2.11% -2.04% -1.96% -2.37% -2.41% -1.60% -0.61%
Max Decline   -8.30% -8.57% -7.25% -7.72% -10.63% -6.25% -8.62% -8.19% -6.70% -5.53% -3.24%
Avg Days to Max Decline   10 10 5 5 8 4 9 6 9 5 3
2014 Contract Condition     Yes Yes Yes   Yes Yes Yes      
Action     Yes Yes Yes   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   36 36 38 41 43 45 45 45 45 45 45
Closed Lower   20 20 16 14 23 30 17 28 20 25 27
Penetrated Low   14 11 8 9 19 19 14 17 16 15 17
Scenario Percentage   70% 55% 50% 64% 83% 63% 82% 61% 80% 60% 63%
Avg Max Decline   12.69% 10.59% 7.35% 6.82% 8.15% 9.12% 8.97% 8.16% 10.96% 12.28% 6.71%
Max Decline   32.76% 24.54% 19.23% 14.59% 24.07% 25.45% 19.61% 23.77% 43.52% 48.87% 24.95%
Avg Days To Max Decline   22 17 12 18 21 18 18 14 21 14 11
Avg Max Increase   -1.57% -0.67% -2.29% -3.44% -3.43% -1.96% -3.49% -1.55% -3.76% -2.54% -1.82%
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   7 7 7 9 10 11 11 5 13 9 3
2014 Contract Condition   Yes       Yes       Yes Yes Yes
Action   Yes       Yes       Yes Yes Yes
High 1487.3 1475.6 1396.7 1467.7 1456.1 1489.2 1470.2 1496.8 1492.1 1523.8 1488.5 1430.4
Low 1381.2 1360.3 1324.6 1380.2 1377.9 1399.0 1392.3 1415.6 1422.6 1462.5 1413.5 1297.1
Close/Last 1455.8 1376.5 1378.5 1380.2 1449.6 1422.4 1429.3 1453.0 1482.9 1465.2 1424.7 1298.5

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