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MRCI's Scenario Study

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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

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