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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for April Platinum(NYMEX) as of Jan 01, 2018
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 37 42 43 45 45 45 45 45
Closed Higher   17 13 19 16 19 19 23 21 29 29 16
Exceeded High   13 13 11 10 17 14 19 20 27 20 13
Scenario Percentage   76% 100% 58% 63% 89% 74% 83% 95% 93% 69% 81%
Avg Max Increase   7.98% 10.61% 9.80% 14.47% 8.71% 9.19% 14.16% 19.39% 11.09% 8.83% 7.97%
Max Increase   19.15% 44.15% 45.59% 42.20% 34.53% 14.05% 78.46% 77.88% 51.68% 22.55% 14.83%
Avg Days To Max Increase   17 15 16 12 15 18 19 17 15 14 17
Avg Max Decline   -2.36% -1.58% -2.02% -0.56% -1.72% -2.20% -3.27% -2.89% -2.10% -2.10% -1.57%
Max Decline   -7.97% -7.77% -6.49% -2.57% -8.59% -9.88% -11.07% -9.16% -8.76% -9.84% -6.36%
Avg Days to Max Decline   7 7 9 3 5 6 13 12 5 5 3
2017 Contract Condition     Yes Yes           Yes Yes  
Action     Yes Yes           Yes Not Yet  
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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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Tested Years   35 35 35 37 42 43 45 45 45 45 45
Closed Lower   18 22 16 21 23 24 22 24 16 16 28
Penetrated Low   15 14 13 13 19 18 16 12 9 10 12
Scenario Percentage   83% 64% 81% 62% 83% 75% 73% 50% 56% 63% 43%
Avg Max Decline   8.34% 7.36% 7.55% 10.55% 9.53% 7.74% 10.95% 10.23% 7.40% 6.74% 3.89%
Max Decline   19.41% 14.87% 12.45% 20.32% 26.64% 17.72% 32.80% 25.33% 19.47% 13.88% 10.16%
Avg Days To Max Decline   17 14 20 20 18 16 21 17 11 12 9
Avg Max Increase   -2.43% -1.32% -3.17% -2.37% -3.42% -3.39% -2.35% -1.70% -2.58% -1.30% -0.77%
Max Increase   -6.06% -5.03% -12.61% -9.49% -12.67% -10.54% -7.84% -6.68% -11.78% -8.00% -2.27%
Avg Days to Max Increase   10 9 11 14 11 9 7 9 6 7 2
2017 Contract Condition   Yes     Yes Yes Yes Yes Yes     Yes
Action   Yes     Yes Yes Yes Yes No     Not Yet
High 1086.3 1091.6 1028.8 1157.2 1199.1 1108.5 1038.9 1026.4 956.1 1008.7 1047.8 1030.2
Low 947.9 985.6 965.0 1028.8 1058.8 1019.5 932.0 907.8 893.0 903.6 988.0 932.9
Close/Last 1083.6 985.6 1027.9 1154.8 1058.8 1038.5 982.3 913.3 905.7 996.5 1031.0 948.2

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