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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Palladium(NYMEX) as of Jan 01, 2008
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 25 26 26 27 29 29 30 31 31 31 31
Closed Higher 19 12 18 11 11 10 17 11 15 16 14
Exceeded High 16 7 13 8 6 10 14 9 13 11 11
Scenario Percentage 84% 58% 72% 73% 55% 100% 82% 82% 87% 69% 79%
Avg Max Increase 15.86% 12.80% 10.27% 17.02% 10.37% 13.50% 12.07% 13.81% 12.99% 19.27% 15.48%
Max Increase 53.95% 27.65% 25.15% 34.77% 18.77% 32.52% 33.42% 41.40% 35.19% 44.44% 22.29%
Avg Days To Max Increase 17 18 18 19 15 15 14 13 14 11 13
Avg Max Decline -2.07% -1.97% -1.42% -2.76% -6.13% -0.62% -2.93% -1.27% -2.29% -0.96% -0.50%
Max Decline -8.33% -6.08% -5.29% -6.41% -14.96% -3.62% -9.56% -4.49% -6.33% -3.15% -3.52%
Avg Days to Max Decline 7 8 3 15 9 5 11 3 9 1 2
2007 Contract Condition Yes Yes Yes Yes         Yes Yes  
Action Yes Yes Yes No         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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 25 26 26 27 29 29 30 31 31 31 31
Closed Lower 6 14 7 16 18 19 13 19 15 15 17
Penetrated Low 4 8 5 14 14 14 11 14 10 10 13
Scenario Percentage 67% 57% 71% 88% 78% 74% 85% 74% 67% 67% 76%
Avg Max Decline 5.35% 7.43% 11.95% 12.98% 11.05% 8.70% 10.81% 9.57% 13.73% 12.04% 23.74%
Max Decline 9.42% 15.89% 18.68% 33.11% 26.56% 21.01% 23.66% 30.77% 22.18% 26.53% 60.00%
Avg Days To Max Decline 10 15 17 17 15 14 17 16 17 12 14
Avg Max Increase -4.62% -1.58% -3.33% -1.68% -2.09% -1.95% -2.54% -2.75% -3.50% -3.04% -3.74%
Max Increase -12.92% -7.05% -15.44% -6.16% -8.54% -6.44% -12.37% -8.38% -8.19% -7.46% -19.31%
Avg Days to Max Increase 8 6 6 7 9 5 8 9 9 7 8
2007 Contract Condition         Yes Yes Yes Yes     Yes
Action         Yes Yes Yes No     Not Yet
High 370.45 374.20 370.50 398.95 391.30 386.55 379.85 375.00 353.00 387.00 389.00
Low 345.90 350.50 347.50 364.70 366.25 370.00 364.00 320.00 324.50 346.95 338.00
Close/Last 355.45 367.60 368.25 385.00 378.75 373.10 371.90 337.75 351.95 374.25 348.65

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