MRCI's ScenarioSM Study

ScenarioSM Study for October Platinum(NYMEX) as of Dec 30, 2016
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	26	19	16	26	18	25	21	18
Exceeded High		13	14	21	18	16	13	20	16	17	13	13
Scenario Percentage		81%	88%	95%	69%	84%	81%	77%	89%	68%	62%	72%
Avg Max Increase		13.82%	18.40%	10.42%	7.97%	10.36%	6.81%	10.82%	11.36%	9.42%	15.09%	7.01%
Max Increase		76.31%	76.37%	50.37%	18.07%	24.60%	14.50%	45.70%	44.96%	45.94%	64.59%	23.17%
Avg Days To Max Increase		17	17	14	14	19	15	16	16	14	12	14
Avg Max Decline		-2.17%	-2.52%	-1.55%	-1.32%	-2.32%	-1.97%	-1.77%	-2.21%	-2.06%	-1.60%	-0.61%
Max Decline		-8.30%	-8.90%	-7.25%	-7.72%	-10.63%	-6.25%	-8.62%	-8.19%	-5.84%	-5.53%	-3.24%
Avg Days to Max Decline		10	11	5	5	8	4	9	6	9	5	3
2016 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	15	24	29	18	27	20	24	27
Penetrated Low		14	12	7	10	19	19	15	17	16	13	18
Scenario Percentage		70%	60%	44%	67%	79%	66%	83%	63%	80%	54%	67%
Avg Max Decline		11.51%	10.04%	7.94%	6.96%	8.15%	8.93%	9.06%	8.45%	10.63%	13.27%	6.51%
Max Decline		32.76%	24.54%	19.23%	14.59%	24.07%	25.45%	19.61%	23.77%	43.52%	47.49%	22.93%
Avg Days To Max Decline		22	18	14	18	21	18	19	13	21	12	9
Avg Max Increase		-1.52%	-1.15%	-2.59%	-3.17%	-3.43%	-2.01%	-3.25%	-1.62%	-4.07%	-2.60%	-1.02%
Max Increase		-7.05%	-6.32%	-11.02%	-16.71%	-14.39%	-5.40%	-7.34%	-5.75%	-14.00%	-12.42%	-7.25%
Avg Days to Max Increase		7	8	8	9	10	11	9	5	13	5	2
2016 Contract Condition		Yes		Yes				Yes			Yes	Yes
Action		Yes		No				Yes			Yes	Yes
High	1027.8	981.8	895.4	894.0	964.9	1010.9	1082.6	1090.9	1033.5	1163.8	1199.5	1110.5
Low	910.6	836.4	835.6	815.7	857.7	935.0	942.5	969.3	957.1	1026.2	1051.2	1010.0
Close/Last	992.6	836.4	895.4	876.5	936.0	979.3	1080.0	981.9	1024.3	1150.6	1053.5	1028.6