Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for March Palladium(NYMEX) as of Jan 31, 2011
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month 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 21 11
Scenario Percentage 57% 75% 89% 81% 80% 89% 73% 88% 89% 75% 61%
Avg Max Increase 17.06% 9.69% 12.10% 11.45% 13.62% 14.80% 14.86% 23.21% 27.34% 20.10% 9.41%
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 18 18
Avg Max Decline -3.53% -3.40% -1.29% -3.56% -0.78% -1.74% -1.40% -4.20% -1.83% -3.24% -3.27%
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 7 3
2011 Contract Condition Yes     Yes Yes Yes Yes Yes Yes Yes  
Action No     Yes Yes Yes Yes Yes Yes Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month 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 8 2 8
Scenario Percentage 83% 67% 85% 92% 74% 75% 75% 62% 57% 40% 50%
Avg Max Decline 10.59% 8.41% 7.81% 12.62% 10.75% 13.55% 13.38% 12.31% 9.25% 4.42% 20.29%
Max Decline 23.01% 18.71% 19.55% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 4.72% 60.83%
Avg Days To Max Decline 15 14 13 18 17 17 17 13 20 3 8
Avg Max Increase -1.26% -1.90% -0.91% -1.34% -2.10% -3.50% -5.08% -1.15% -5.63% -2.87% -5.66%
Max Increase -6.65% -8.34% -3.21% -11.96% -12.56% -7.26% -18.35% -5.24% -14.46% -4.79% -11.79%
Avg Days to Max Increase 8 9 4 11 9 9 11 3 11 6 12
2011 Contract Condition   Yes Yes                
Action   No Yes                
High 570.05 551.25 496.95 502.70 518.20 574.95 648.80 745.00 804.90 829.85  
Low 494.05 411.85 431.80 428.30 467.55 518.95 561.35 627.75 694.15 740.00  
Close/Last 558.70 464.80 445.85 502.70 503.10 572.40 646.85 703.00 803.30 820.10  

Banner

Newsflash

Learn More about MRCI research by visiting our NEW Tutorials!