Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Palladium(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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   27 28 29 35 36 37 38 39 40 40 41
Closed Higher   13 10 11 22 13 23 20 20 23 32 22
Exceeded High   7 8 10 19 11 20 15 18 20 26 14
Scenario Percentage   54% 80% 91% 86% 85% 87% 75% 90% 87% 81% 64%
Avg Max Increase   11.46% 8.26% 12.75% 10.38% 13.61% 14.52% 13.42% 19.89% 24.66% 17.41% 8.49%
Max Increase   34.24% 18.37% 27.79% 32.84% 43.03% 35.66% 32.67% 86.19% 85.89% 72.27% 26.13%
Avg Days To Max Increase   16 14 20 15 15 15 16 20 17 17 18
Avg Max Decline   -3.89% -3.00% -0.92% -3.31% -0.51% -2.46% -2.51% -4.55% -2.63% -3.00% -2.83%
Max Decline   -10.81% -11.93% -6.65% -9.29% -4.50% -15.11% -13.35% -15.60% -7.88% -9.85% -8.11%
Avg Days to Max Decline   12 5 12 10 6 9 5 10 6 7 4
2017 Contract Condition   Yes   Yes Yes   Yes   Yes   Yes Yes
Action   No   Yes Yes   Yes   Yes   Yes Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   27 28 29 35 36 37 38 39 40 40 41
Closed Lower   13 17 18 13 23 14 18 19 17 8 19
Penetrated Low   11 11 15 12 17 11 12 12 8 4 5
Scenario Percentage   85% 65% 83% 92% 74% 79% 67% 63% 47% 50% 26%
Avg Max Decline   10.47% 9.14% 8.19% 12.79% 11.55% 12.65% 13.65% 12.24% 9.52% 3.51% 8.87%
Max Decline   23.01% 21.59% 22.58% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 4.72% 19.57%
Avg Days To Max Decline   16 16 13 19 16 16 17 15 21 9 10
Avg Max Increase   -2.06% -1.87% -1.65% -1.39% -2.25% -3.16% -5.08% -1.77% -5.25% -3.72% -0.20%
Max Increase   -10.08% -8.34% -11.53% -11.96% -12.56% -7.26% -18.35% -5.76% -14.46% -7.74% -3.04%
Avg Days to Max Increase   11 8 5 11 9 8 11 4 12 11 1
2017 Contract Condition     Yes     Yes   Yes   Yes    
Action     Yes     Yes   No   No    
High 607.65 631.40 628.55 599.35 711.65 735.65 728.95 726.70 775.75 776.00 798.00 795.85
Low 516.85 538.10 533.45 531.80 604.75 671.30 654.80 613.70 618.85 652.15 678.15 741.20
Close/Last 566.25 631.40 549.85 599.35 711.65 671.30 722.95 619.90 772.65 683.25 754.30 770.70

Banner

Login

Newsflash

Let MRCI introduce you to our Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!