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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for July Platinum(NYMEX) as of Jan 01, 2009
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   31 34 35 36 36 39 40 40 41 41 41
Closed Higher   13 15 12 18 17 23 24 19 15 27 15
Exceeded High   10 11 9 13 15 22 17 14 12 18 9
Scenario Percentage   77% 73% 75% 72% 88% 96% 71% 74% 80% 67% 60%
Avg Max Increase   13.28% 9.77% 8.56% 15.98% 21.16% 11.93% 7.30% 10.55% 10.64% 10.86% 5.31%
Max Increase   42.44% 34.21% 13.76% 77.11% 76.99% 51.13% 16.40% 25.84% 29.00% 42.20% 9.54%
Avg Days To Max Increase   12 14 19 23 17 15 12 20 20 9 10
Avg Max Decline   0.00% -2.15% -2.05% -2.27% -2.88% -2.22% -2.34% -2.90% -2.90% -1.30% -1.06%
Max Decline   -2.44% -7.94% -6.93% -8.24% -8.56% -8.60% -12.36% -11.23% -6.56% -6.65% -4.69%
Avg Days to Max Decline   7 7 12 12 12 5 6 10 4 6 3
2008 Contract Condition           Yes Yes Yes     Yes Yes
Action           Yes Yes Yes     Not Yet 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 Feb Feb Feb Oct Nov Dec Jan Feb Mar Apr May Jun
Tested Years   31 34 35 36 36 39 40 40 41 41 41
Closed Lower   18 19 23 18 19 16 16 20 26 14 26
Penetrated Low   12 16 17 13 11 7 10 16 15 11 12
Scenario Percentage   67% 84% 74% 72% 58% 44% 63% 80% 58% 79% 46%
Avg Max Decline   11.05% 7.83% 7.37% 13.37% 10.79% 8.21% 7.71% 8.28% 9.87% 9.61% 6.69%
Max Decline   20.81% 17.67% 17.38% 32.83% 25.00% 19.12% 25.05% 24.60% 26.00% 20.62% 15.19%
Avg Days To Max Decline   24 15 13 21 17 11 16 21 17 14 13
Avg Max Increase   -1.90% -3.34% -2.54% -2.07% -1.01% -2.71% -1.43% -3.10% -2.32% -2.92% -1.03%
Max Increase   -6.52% -11.27% -9.98% -8.97% -5.70% -11.39% -8.27% -15.08% -5.53% -7.53% -4.07%
Avg Days to Max Increase   14 9 5 7 8 3 7 9 10 9 3
2008 Contract Condition         Yes       Yes Yes    
Action         No       No Yes    
High       1481.9 1497.4 1543.1 1728.3 2187.7 2299.0 2084.0 2234.9 2125.0
Low       1456.1 1403.8 1468.0 1520.9 1739.9 1806.7 1887.0 1835.0 1966.1
Close/Last       1462.8 1452.1 1525.4 1724.9 2187.7 2043.4 1935.2 2013.8 2069.5

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