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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Palladium(NYMEX) as of Dec 30, 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   33 34 34 36 38 38 39 40 40 40 40
Closed Higher   24 17 22 17 15 14 24 14 21 22 19
Exceeded High   21 11 17 11 10 13 20 12 18 16 16
Scenario Percentage   88% 65% 77% 65% 67% 93% 83% 86% 86% 73% 84%
Avg Max Increase   15.96% 12.09% 10.21% 13.53% 9.20% 14.23% 11.79% 12.78% 13.89% 16.64% 12.05%
Max Increase   53.95% 31.10% 25.15% 34.77% 18.77% 32.52% 33.42% 41.40% 35.19% 44.44% 22.29%
Avg Days To Max Increase   17 16 18 17 17 17 14 12 14 10 11
Avg Max Decline   -1.78% -2.07% -1.27% -3.25% -4.92% -1.35% -3.19% -1.55% -3.08% -2.21% -0.64%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -15.38% -13.14% -4.08%
Avg Days to Max Decline   8 7 3 12 12 8 10 3 9 4 3
2016 Contract Condition       Yes Yes   Yes Yes   Yes   Yes
Action       Yes No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   33 34 34 36 38 38 39 40 40 40 40
Closed Lower   9 17 11 19 23 24 15 25 18 18 21
Penetrated Low   6 10 8 17 16 18 13 18 13 11 14
Scenario Percentage   67% 59% 73% 89% 70% 75% 87% 72% 72% 61% 67%
Avg Max Decline   4.56% 8.17% 10.96% 11.69% 11.70% 8.90% 14.07% 12.62% 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 16 16 12 11
Avg Max Increase   -4.35% -2.25% -3.74% -1.78% -2.08% -2.52% -2.13% -2.75% -3.76% -4.53% -1.38%
Max Increase   -12.92% -7.05% -15.44% -10.14% -8.54% -11.32% -12.37% -8.66% -8.93% -19.42% -3.62%
Avg Days to Max Increase   11 8 10 8 9 6 8 9 8 7 3
2016 Contract Condition   Yes Yes     Yes     Yes   Yes  
Action   No No     No     Yes   Not Yet  
High 573.05 545.25 528.75 607.30 630.35 626.90 599.30 715.95 748.00 728.00 727.95 774.75
Low 527.00 471.65 484.00 516.50 536.30 526.10 530.40 593.70 668.50 651.50 610.55 616.95
Close/Last 562.95 499.85 496.90 565.90 629.75 548.25 597.95 710.75 669.95 721.50 618.00 771.65

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