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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, 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   26 27 28 34 35 36 37 38 39 39 40
Closed Higher   12 10 10 21 13 22 20 19 23 31 21
Exceeded High   7 8 9 18 11 19 15 17 20 25 13
Scenario Percentage   58% 80% 90% 86% 85% 86% 75% 89% 87% 81% 62%
Avg Max Increase   11.46% 8.26% 11.64% 10.77% 13.61% 14.90% 13.42% 20.86% 24.66% 17.78% 8.70%
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   16 14 21 16 15 15 16 20 17 17 18
Avg Max Decline   -3.89% -3.00% -1.12% -3.37% -0.51% -1.79% -2.51% -3.90% -2.63% -3.05% -2.77%
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   12 5 12 10 6 8 5 9 6 7 3
2016 Contract Condition   Yes         Yes Yes   Yes    
Action   Yes         Yes No   No    
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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   26 27 28 34 35 36 37 38 39 39 40
Closed Lower   13 16 18 13 22 14 17 19 16 8 19
Penetrated Low   11 10 15 12 16 11 12 12 8 4 5
Scenario Percentage   85% 63% 83% 92% 73% 79% 71% 63% 50% 50% 26%
Avg Max Decline   10.47% 9.73% 8.19% 12.79% 11.74% 12.65% 13.65% 12.24% 9.52% 3.51% 8.87%
Max Decline   23.01% 21.59% 22.58% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 4.72% 19.57%
Avg Days To Max Decline   16 16 13 19 16 16 17 15 21 9 10
Avg Max Increase   -2.06% -1.81% -1.65% -1.39% -1.85% -3.16% -5.08% -1.77% -5.25% -3.72% -0.20%
Max Increase   -10.08% -8.34% -11.53% -11.96% -12.56% -7.26% -18.35% -5.76% -14.46% -7.74% -3.04%
Avg Days to Max Increase   11 8 5 11 8 8 11 4 12 11 1
2016 Contract Condition     Yes Yes Yes Yes     Yes   Yes Yes
Action     Yes Yes Yes No     Yes   Not Yet Not Yet
High 832.65 786.60 804.50 773.65 702.75 623.95 673.80 722.05 672.20 574.50 563.30 531.40
Low 730.65 747.90 775.65 668.05 610.00 521.90 573.20 653.10 526.75 522.55 451.50 480.00
Close/Last 736.95 778.35 778.00 674.15 611.80 602.45 651.25 677.65 543.20 562.00 498.50 495.60

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