MRCI Online
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| ScenarioSM Study for September Palladium(NYMEX) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 17 | 23 | 26 | 30 | 32 | 37 | 37 | 37 | 37 | 37 | 37 | |
| Closed Higher | 9 | 14 | 15 | 24 | 16 | 23 | 16 | 14 | 13 | 23 | 13 | |
| Exceeded High | 6 | 11 | 14 | 22 | 10 | 15 | 10 | 9 | 12 | 21 | 11 | |
| Scenario Percentage | 67% | 79% | 93% | 92% | 63% | 65% | 63% | 64% | 92% | 91% | 85% | |
| Avg Max Increase | 10.44% | 20.53% | 21.32% | 14.65% | 14.08% | 14.37% | 16.71% | 10.26% | 16.02% | 10.92% | 11.06% | |
| Max Increase | 23.93% | 84.24% | 65.00% | 52.21% | 31.84% | 54.33% | 44.61% | 19.33% | 32.57% | 34.45% | 19.96% | |
| Avg Days To Max Increase | 17 | 21 | 16 | 17 | 16 | 19 | 18 | 14 | 15 | 12 | 13 | |
| Avg Max Decline | -2.97% | -4.07% | -2.01% | -2.10% | -2.17% | -1.48% | -4.73% | -5.26% | -3.59% | -3.11% | -1.05% | |
| Max Decline | -12.27% | -11.92% | -7.91% | -8.23% | -6.67% | -5.58% | -11.94% | -16.18% | -17.10% | -10.44% | -6.07% | |
| Avg Days to Max Decline | 6 | 15 | 7 | 7 | 4 | 5 | 14 | 7 | 7 | 10 | 3 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
