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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March 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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 19 20 26 27 28 29 30 31 31 32
Closed Higher   7 7 7 15 9 17 14 15 18 26 16
Exceeded High   4 5 7 12 7 15 10 13 16 20 7
Scenario Percentage   57% 71% 100% 80% 78% 88% 71% 87% 89% 77% 44%
Avg Max Increase   17.06% 9.84% 11.51% 11.18% 13.23% 14.01% 13.70% 22.72% 28.04% 19.46% 9.42%
Max Increase   34.24% 18.37% 27.79% 32.84% 43.03% 35.66% 32.67% 86.19% 85.89% 72.27% 26.13%
Avg Days To Max Increase   21 13 19 17 14 16 15 20 17 15 15
Avg Max Decline   -3.53% -3.56% -0.53% -3.91% -0.47% -1.69% -1.43% -4.10% -1.95% -2.60% -4.39%
Max Decline   -6.36% -11.93% -4.12% -9.29% -4.50% -5.66% -4.67% -12.72% -7.57% -9.85% -8.11%
Avg Days to Max Decline   16 3 10 13 4 10 3 7 6 5 3
2008 Contract Condition   Yes         Yes Yes   Yes Yes Yes
Action   No         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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   18 19 20 26 27 28 29 30 31 31 32
Closed Lower   11 12 13 11 18 11 15 15 13 5 16
Penetrated Low   9 8 11 10 13 8 11 9 7 2 4
Scenario Percentage   82% 67% 85% 91% 72% 73% 73% 60% 54% 40% 25%
Avg Max Decline   11.58% 8.41% 7.81% 9.03% 8.05% 13.01% 13.02% 12.09% 9.94% 4.42% 7.62%
Max Decline   23.01% 18.71% 19.55% 18.12% 23.04% 22.13% 27.97% 44.17% 29.35% 4.72% 18.46%
Avg Days To Max Decline   16 14 13 17 17 17 18 15 22 3 8
Avg Max Increase   -1.58% -1.90% -0.91% -1.79% -2.61% -3.12% -3.87% -1.53% -5.62% -2.87% 0.52%
Max Increase   -6.65% -8.34% -3.21% -11.96% -12.56% -7.26% -12.62% -5.24% -14.46% -4.79% -1.46%
Avg Days to Max Increase   9 9 4 12 9 10 11 3 12 6 1
2008 Contract Condition     Yes Yes Yes Yes     Yes      
Action     No Yes Yes No     No      
High 370.50 398.95 394.65 391.80 384.60 378.65 356.75 389.95 393.00 379.80 396.85 585.25
Low 351.70 364.70 373.55 377.70 373.95 329.75 338.00 352.75 345.00 345.25 360.10 394.10
Close/Last 368.25 385.00 384.00 378.35 377.15 342.50 356.75 379.00 353.35 378.20 394.50 571.95

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