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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for March Palladium(NYMEX) as of Oct 20, 2019
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   29 30 31 37 38 39 40 41 42 42 43
Closed Higher   15 11 12 23 15 25 21 22 25 33 24
Exceeded High   8 9 11 20 13 22 16 20 22 27 12
Scenario Percentage   53% 82% 92% 87% 87% 88% 76% 91% 88% 82% 50%
Avg Max Increase   10.56% 7.74% 12.88% 10.49% 13.37% 14.10% 13.18% 19.64% 24.08% 17.30% 8.02%
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 13 21 15 15 17 16 20 18 16 16
Avg Max Decline   -4.45% -2.62% -0.86% -3.19% -0.93% -2.56% -2.38% -4.29% -2.43% -2.66% -3.11%
Max Decline   -10.81% -11.93% -6.65% -9.29% -4.50% -15.11% -13.35% -15.60% -7.88% -9.85% -8.11%
Avg Days to Max Decline   13 5 11 10 7 9 6 9 6 6 4
2019 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   29 30 31 37 38 39 40 41 42 42 43
Closed Lower   13 18 19 14 23 14 19 19 17 9 19
Penetrated Low   11 11 16 13 17 11 12 12 8 4 5
Scenario Percentage   85% 61% 84% 93% 74% 79% 63% 63% 47% 44% 26%
Avg Max Decline   10.47% 9.14% 8.42% 12.60% 11.55% 12.65% 13.65% 12.24% 9.52% 4.22% 8.64%
Max Decline   23.01% 21.59% 22.58% 48.57% 45.76% 22.13% 27.97% 44.17% 29.35% 6.94% 18.46%
Avg Days To Max Decline   16 16 13 18 16 16 17 15 21 5 9
Avg Max Increase   -2.06% -1.87% -1.59% -1.24% -2.25% -3.16% -5.08% -1.77% -5.25% -2.44% -0.20%
Max Increase   -10.08% -8.34% -11.53% -11.96% -12.56% -7.26% -18.35% -5.76% -14.46% -4.79% -3.04%
Avg Days to Max Increase   11 8 5 10 9 8 11 4 12 4 1
2019 Contract Condition       Yes Yes     Yes        
Action       Yes Yes     No        
High 979.35 1017.25 981.40 1007.00 946.20 965.00 1074.70 1128.40 1173.30 1210.20 1396.40 1553.00
Low 931.95 886.25 923.05 921.80 856.70 828.20 936.20 1025.60 1056.20 1135.80 1190.10 1303.20
Close/Last 931.95 946.40 972.10 940.30 923.00 963.30 1065.90 1062.00 1144.60 1197.20 1299.90 1532.00

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