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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Palladium(NYMEX) as of Sep 30, 2017
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% 16.62% 12.04%
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 9 10
Avg Max Decline   -1.78% -2.07% -1.27% -3.25% -4.92% -1.35% -3.19% -1.55% -3.08% -2.21% -0.51%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -15.38% -13.14% -3.52%
Avg Days to Max Decline   8 7 3 12 12 8 10 3 9 4 2
2017 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes Yes    
Action   Yes Yes Yes Yes   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   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
2017 Contract Condition           Yes         Yes  
Action           No            
High 755.75 798.65 796.95 814.85 826.60 817.55 876.00 886.65 947.00 997.50 938.80  
Low 658.40 712.90 751.60 743.65 771.70 747.40 808.50 821.50 860.80 898.10 906.35  
Close/Last 686.50 756.35 773.55 799.25 826.60 815.15 830.65 877.55 932.25 936.85 911.30  

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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.