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Really? I've been jungling Shen all of this season 4 so far, running this exact build and have probably an 80+% win rate. I suggest trying the build first.
That's funny because Throat has a 90% win rate against Diamond 1s with Shen iirc.
edit: nvm 75%, which is close to yours, but still, against the best players in NA.
seriously. slow clear. with 0 gold generation. if you are winning/keeping up with enemy team in gold production i want video proof.
Plus, zhonays?
Two, I find your build somewhat questionable. Getting Madred's Razors on Shen is all well and good, but you'd be better served with Spirit Stone and later Spirit of the Ancient Golem.
Three, your Runes and Masteries are a little questionable. Shen doesn't need Attack Speed because he's not a Duelist, and he doesn't scale off of Attack Damage. Since he's Jungling, and the minions deal purely AD, he'd be better off with Scaling Glyphs of MR. Mostly, you should consider Greater Mark of Magic Penetration, Greater Quintessence of Ability Power or Quintessence of Movement Speed, and Greater Glyph of Scaling Magic Resist. As for your Masteries, again, he doesn't need the attack speed from Fury , and he isn't reliant on Block , Unyielding , or Resistance in the Jungle. He'll itemize for damage and resistances that he needs post-Jungling; don't try to compensate in your Masteries.
Why not both? Lol it's really not a bad idea, particularly on Shen. Madred's is a great first back for Shen but he benefits so much from ancient golem as well....so build them both! Sometimes. Only build madred's when you're facing an AD counterjungler ( Shaco, Lee Sin) and/or don't have many gankable lanes and plan on doing more farming than ganking. Then build ancient golem afterwards. Otherwise just go ancient golem.
On the contrary, attack speed marks are superb on Shen particularly in the jungle due to his passive. By the same token Shen may not scale off AD but benefits from it greatly in both clearing and dueling. With a point in Feint and two in Vorpal Blade shen can fight quite a few junglers surprisingly well. Magic pen is useless in the jungle as it doesn't help your clear and you don't need it to poke in lane (because you don't have a lane!) Same goes for AP quints, AD or MS are superior in every way in terms of jungling. I would take all AS marks, MS or AD Quints, Scaling MR Glyphs, and obviously armor seals.
Edit: I do agree with you about some masteries. In offense CDR is better than AS simply because of his ult. In defense you shouldn't need any points in MR, they can be put into Oppression and Reinforced Armor (I don't know why nobody likes Reinforced Armor it negates soooooo much damage from an ADC lategame you can just sit on their faces!)
In regards to jungle Shen in general, I would say that season 4 has made him slightly better, but he is still slow AF in terms of clearing and his ganks are good pre-6, but they aren't the best. Basically he's fun in normals but I wouldn't pick him in ranked.
Two, I find your build somewhat questionable. Getting Madred's Razors on Shen is all well and good, but you'd be better served with Spirit Stone and later Spirit of the Ancient Golem. I have no idea why you would take Zhonya's Hourglass on Shen. If you want a tanky AP Item, you have Wit's End, Abyssal Mask, and Rylai's Crystal Scepter to choose from before that. Shen doesn't benefit from ZH much at all, since he's the tank, and needs to keep aggroing the damage all fight. If you want damage (guessing from Wit's End), you'd be better of with AD items like Blade of the Ruined King or Statikk Shiv, or, if you're fed or it's your final item, Trinity Force. You're not a Bruiser or an Assassin; you're a tank that'll be consistently switching targets in fights to peel them off your Carry.
Three, your Runes and Masteries are a little questionable. Shen doesn't need Attack Speed because he's not a Duelist, and he doesn't scale off of Attack Damage. Since he's Jungling, and the minions deal purely AD, he'd be better off with Scaling Glyphs of MR. Mostly, you should consider Greater Mark of Magic Penetration, Greater Quintessence of Ability Power or Quintessence of Movement Speed, and Greater Glyph of Scaling Magic Resist. As for your Masteries, again, he doesn't need the attack speed from Fury , and he isn't reliant on Block , Unyielding , or Resistance in the Jungle. He'll itemize for damage and resistances that he needs post-Jungling; don't try to compensate in your Masteries.
Good luck. I won't vote because you're not experienced with guides, and I wish you well in your future here.