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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, 2018
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   34 35 35 37 39 39 40 41 41 41 41
Closed Higher   25 18 23 18 15 15 25 15 22 23 20
Exceeded High   22 12 18 12 10 14 21 13 19 17 17
Scenario Percentage   88% 67% 78% 67% 67% 93% 84% 87% 86% 74% 85%
Avg Max Increase   15.59% 11.66% 9.84% 12.90% 9.20% 14.21% 11.88% 12.39% 13.65% 16.07% 11.59%
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 17 19 17 17 18 14 13 15 10 11
Avg Max Decline   -1.78% -2.22% -1.39% -3.78% -4.92% -1.33% -3.13% -1.71% -3.10% -2.11% -0.58%
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   9 8 4 13 12 8 10 4 8 4 2
2017 Contract Condition   Yes Yes Yes Yes   Yes Yes Yes Yes Yes Yes
Action   Yes Yes Yes Yes   Yes Yes 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   34 35 35 37 39 39 40 41 41 41 41
Closed Lower   9 17 11 19 24 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% 67% 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            
Action           No            
High 755.75 798.65 796.95 814.85 826.60 817.55 876.00 886.65 947.00 997.50 1005.00 1023.95
Low 658.40 712.90 751.60 743.65 771.70 747.40 808.50 821.50 860.80 898.10 904.30 973.25
Close/Last 686.50 756.35 773.55 799.25 826.60 815.15 830.65 877.55 932.25 936.85 979.15 1006.60

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