MRCI Online
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| ScenarioSM Study for March Palladium(NYMEX) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 25 | 26 | 27 | 33 | 34 | 35 | 36 | 37 | 38 | 38 | 39 | |
| Closed Higher | 11 | 10 | 10 | 21 | 13 | 21 | 19 | 19 | 22 | 31 | 21 | |
| Exceeded High | 6 | 8 | 9 | 18 | 11 | 18 | 15 | 17 | 20 | 25 | 10 | |
| Scenario Percentage | 55% | 80% | 90% | 86% | 85% | 86% | 79% | 89% | 91% | 81% | 48% | |
| Avg Max Increase | 12.81% | 8.26% | 11.64% | 10.77% | 13.61% | 15.12% | 13.42% | 20.86% | 24.66% | 17.44% | 8.61% | |
| 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 | 17 | 14 | 21 | 16 | 15 | 15 | 16 | 20 | 17 | 15 | 15 | |
| Avg Max Decline | -4.47% | -3.00% | -1.12% | -3.37% | -0.51% | -1.91% | -2.51% | -3.90% | -2.63% | -2.81% | -3.08% | |
| Max Decline | -10.81% | -11.93% | -6.65% | -9.29% | -4.50% | -5.66% | -13.35% | -12.72% | -7.88% | -9.85% | -8.11% | |
| Avg Days to Max Decline | 14 | 5 | 12 | 10 | 6 | 9 | 5 | 9 | 6 | 7 | 3 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
