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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, 2016
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   32 33 33 35 37 37 38 39 39 39 39
Closed Higher   24 17 21 16 15 13 23 14 20 22 18
Exceeded High   21 11 16 11 10 12 19 12 17 16 15
Scenario Percentage   88% 65% 76% 69% 67% 92% 83% 86% 85% 73% 83%
Avg Max Increase   15.96% 12.09% 10.14% 13.53% 9.20% 13.32% 12.13% 12.78% 14.27% 17.13% 13.30%
Max Increase   53.95% 31.10% 25.15% 34.77% 18.77% 32.52% 33.42% 41.40% 35.19% 50.48% 22.29%
Avg Days To Max Increase   17 16 18 17 17 18 14 12 13 12 15
Avg Max Decline   -1.78% -2.07% -1.02% -3.25% -4.92% -1.40% -3.20% -1.55% -2.36% -2.21% -0.49%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -6.33% -13.14% -4.08%
Avg Days to Max Decline   8 7 3 12 12 8 10 3 8 4 4
2015 Contract Condition     Yes   Yes         Yes Yes  
Action     Yes   Yes         Yes Not Yet  
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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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   32 33 33 35 37 37 38 39 39 39 39
Closed Lower   8 16 11 19 22 24 15 24 18 17 21
Penetrated Low   6 10 8 17 16 18 13 17 13 11 14
Scenario Percentage   75% 63% 73% 89% 73% 75% 87% 71% 72% 65% 67%
Avg Max Decline   4.56% 8.17% 10.96% 11.69% 11.70% 8.90% 14.07% 12.84% 13.44% 12.75% 7.86%
Max Decline   9.42% 15.89% 18.68% 33.11% 26.56% 22.89% 48.95% 46.20% 22.18% 26.53% 20.57%
Avg Days To Max Decline   12 15 14 16 16 14 19 15 16 12 11
Avg Max Increase   -4.35% -2.25% -3.74% -1.78% -2.08% -2.52% -2.13% -2.41% -3.76% -4.53% -1.38%
Max Increase   -12.92% -7.05% -15.44% -10.14% -8.54% -11.32% -12.37% -8.38% -8.93% -19.42% -3.62%
Avg Days to Max Increase   11 8 10 8 9 6 8 8 8 7 3
2015 Contract Condition   Yes   Yes   Yes Yes Yes Yes     Yes
Action   Yes   No   Yes Yes Yes No     Yes
High 822.70 817.00 820.55 832.65 787.80 804.50 777.00 702.95 625.80 678.00 724.95 676.25
Low 780.30 755.40 767.45 730.65 747.90 772.00 665.00 596.20 519.20 568.00 650.55 526.60
Close/Last 799.35 773.80 820.55 736.95 778.35 778.00 673.35 611.15 602.25 650.95 677.25 541.95

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