MRCI Online
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| ScenarioSM Study for December Palladium(NYMEX) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 26 | 27 | 27 | 28 | 30 | 30 | 31 | 32 | 32 | 32 | 32 | |
| Closed Higher | 20 | 13 | 18 | 11 | 12 | 11 | 17 | 11 | 15 | 16 | 14 | |
| Exceeded High | 17 | 8 | 13 | 8 | 7 | 10 | 14 | 9 | 13 | 11 | 11 | |
| Scenario Percentage | 85% | 62% | 72% | 73% | 58% | 91% | 82% | 82% | 87% | 69% | 79% | |
| Avg Max Increase | 17.90% | 11.44% | 10.27% | 17.02% | 10.21% | 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 | 16 | 16 | 18 | 19 | 16 | 15 | 14 | 13 | 14 | 11 | 13 | |
| Avg Max Decline | -1.66% | -3.13% | -1.42% | -2.76% | -5.77% | -0.62% | -2.93% | -1.27% | -2.29% | -0.96% | -0.50% | |
| Max Decline | -8.33% | -11.25% | -5.29% | -6.41% | -14.96% | -3.62% | -9.56% | -4.49% | -6.33% | -3.15% | -3.52% | |
| Avg Days to Max Decline | 7 | 7 | 3 | 15 | 8 | 5 | 11 | 3 | 9 | 1 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | No | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
