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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Palladium(NYMEX) as of Jan 01, 2010
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 Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 20 21 25 27 31 30 33 33 33 33
Closed Higher 11 8 12 12 14 17 26 17 21 12 10
Exceeded High 10 6 10 8 12 15 22 11 15 8 7
Scenario Percentage 91% 75% 83% 67% 86% 88% 85% 65% 71% 67% 70%
Avg Max Increase 12.05% 14.60% 12.01% 11.21% 20.41% 30.90% 19.53% 12.40% 13.94% 16.42% 11.29%
Max Increase 32.70% 41.80% 33.20% 31.52% 85.88% 84.79% 71.54% 27.73% 62.28% 44.05% 30.55%
Avg Days To Max Increase 12 9 13 12 17 16 17 15 17 13 15
Avg Max Decline -1.78% -0.33% -1.58% -0.98% -3.85% -1.45% -2.70% -3.92% -2.41% -3.81% -2.92%
Max Decline -8.08% -4.49% -5.63% -4.16% -11.74% -7.40% -9.69% -8.62% -6.59% -9.43% -9.86%
Avg Days to Max Decline 8 3 8 2 7 8 6 8 5 11 4
2009 Contract Condition             Yes Yes Yes   Yes
Action             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 Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 19 20 21 25 27 31 30 33 33 33 33
Closed Lower 8 12 9 13 13 14 4 16 12 21 23
Penetrated Low 7 8 7 8 8 7 3 9 9 17 18
Scenario Percentage 88% 67% 78% 62% 62% 50% 75% 56% 75% 81% 78%
Avg Max Decline 7.62% 10.42% 13.07% 13.91% 12.96% 9.68% 3.34% 12.31% 12.61% 10.45% 19.35%
Max Decline 16.18% 21.42% 22.99% 27.18% 45.16% 29.66% 5.46% 40.32% 20.53% 25.40% 61.20%
Avg Days To Max Decline 17 22 12 21 18 15 5 14 14 11 12
Avg Max Increase -2.44% -4.02% -2.88% -3.78% -1.17% -3.93% -2.90% -3.00% -3.60% -2.31% -3.56%
Max Increase -11.76% -13.35% -6.44% -15.91% -5.19% -13.68% -4.53% -9.30% -18.10% -8.30% -18.35%
Avg Days to Max Increase 15 13 5 5 4 5 2 10 7 7 -34
2009 Contract Condition       Yes Yes Yes       Yes  
Action       Yes Yes No       Yes  
High     227.45 212.90 236.00 199.95 201.55 223.00 229.90 242.95 248.90
Low     204.65 172.00 182.40 163.00 177.00 182.00 190.40 211.20 209.10
Close/Last     204.65 203.60 196.25 189.70 194.40 195.70 218.80 218.20 236.05

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