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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 30, 2011
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   21 22 23 29 30 31 32 33 34 34 35
Closed Higher   8 8 9 17 11 19 16 17 20 29 18
Exceeded High   4 6 8 14 9 17 12 15 18 23 11
Scenario Percentage   50% 75% 89% 82% 82% 89% 75% 88% 90% 79% 61%
Avg Max Increase   17.06% 9.69% 12.10% 11.66% 15.33% 15.70% 15.66% 22.87% 26.22% 18.85% 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 18 16 15 18 20 17 17 18
Avg Max Decline   -3.53% -3.40% -1.29% -3.81% -0.34% -1.75% -1.53% -4.00% -2.18% -3.04% -3.27%
Max Decline   -6.36% -11.93% -6.65% -9.29% -4.50% -5.66% -4.67% -12.72% -7.88% -9.85% -8.11%
Avg Days to Max Decline   16 3 9 12 7 9 4 8 6 6 3
2011 Contract Condition   Yes     Yes Yes Yes Yes Yes Yes Yes  
Action   No     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   21 22 23 29 30 31 32 33 34 34 35
Closed Lower   12 13 14 12 19 12 16 16 14 5 17
Penetrated Low   10 8 12 11 14 9 12 10 7 2 5
Scenario Percentage   83% 62% 86% 92% 74% 75% 75% 63% 50% 40% 29%
Avg Max Decline   10.59% 8.41% 7.48% 12.62% 10.75% 13.55% 13.65% 12.63% 9.94% 4.42% 8.87%
Max Decline   23.01% 18.71% 19.55% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 4.72% 19.57%
Avg Days To Max Decline   15 14 12 18 17 17 17 14 22 3 10
Avg Max Increase   -1.26% -1.90% -0.55% -1.34% -2.10% -3.50% -5.08% -1.20% -5.62% -2.87% -0.20%
Max Increase   -6.65% -8.34% -3.21% -11.96% -12.56% -7.26% -18.35% -5.24% -14.46% -4.79% -3.04%
Avg Days to Max Increase   8 9 3 11 9 9 11 3 12 6 1
2011 Contract Condition     Yes Yes               Yes
Action     No Yes               Yes
High 484.75 570.05 551.25 496.95 502.70 518.20 574.95 648.80 745.00 804.90 829.85 862.00
Low 438.70 494.05 411.85 431.80 428.30 467.55 518.95 561.35 627.75 694.15 740.00 756.30
Close/Last 482.25 558.70 464.80 445.85 502.70 503.10 572.40 646.85 703.00 803.30 820.10 797.65

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