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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Palladium(NYMEX) as of Dec 31, 2010
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   20 21 22 28 29 30 31 32 33 33 34
Closed Higher   7 8 9 16 10 18 15 16 19 28 18
Exceeded High   4 6 8 13 8 16 11 14 17 22 8
Scenario Percentage   57% 75% 89% 81% 80% 89% 73% 88% 89% 79% 44%
Avg Max Increase   17.06% 9.69% 12.10% 11.45% 13.62% 14.80% 14.86% 23.21% 27.34% 19.08% 9.56%
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 14 20 17 15 16 16 20 17 15 16
Avg Max Decline   -3.53% -3.40% -1.29% -3.56% -0.78% -1.74% -1.40% -4.20% -1.85% -2.79% -3.85%
Max Decline   -6.36% -11.93% -6.65% -9.29% -4.50% -5.66% -4.67% -12.72% -7.57% -9.85% -8.11%
Avg Days to Max Decline   16 3 9 12 7 9 3 8 6 5 3
2010 Contract Condition       Yes Yes Yes Yes Yes Yes Yes Yes Yes
Action       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 Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years   20 21 22 28 29 30 31 32 33 33 34
Closed Lower   12 12 13 12 19 12 16 16 14 5 16
Penetrated Low   10 8 11 11 14 9 12 10 7 2 4
Scenario Percentage   83% 67% 85% 92% 74% 75% 75% 63% 50% 40% 25%
Avg Max Decline   10.59% 8.41% 7.81% 12.62% 10.75% 13.55% 13.65% 12.63% 9.94% 4.42% 7.62%
Max Decline   23.01% 18.71% 19.55% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 4.72% 18.46%
Avg Days To Max Decline   15 14 13 18 17 17 17 14 22 3 8
Avg Max Increase   -1.26% -1.90% -0.91% -1.34% -2.10% -3.50% -5.08% -1.20% -5.62% -2.87% 0.52%
Max Increase   -6.65% -8.34% -3.21% -11.96% -12.56% -7.26% -18.35% -5.24% -14.46% -4.79% -1.46%
Avg Days to Max Increase   8 9 4 11 9 9 11 3 12 6 1
2010 Contract Condition                        
Action                        
High 200.00 200.00 200.00 255.60 267.30 294.75 306.70 342.90 379.95 410.00 474.50 451.15
Low 200.00 200.00 200.00 200.00 236.70 269.00 286.10 293.00 320.75 346.00 408.00 380.05
Close/Last 200.00 200.00 200.00 253.55 267.30 294.75 300.20 324.30 366.20 408.85 412.65 432.40

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