MRCI Online
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| ScenarioSM Study for June Palladium(NYMEX) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Feb | Feb | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 19 | 20 | 21 | 25 | 27 | 31 | 30 | 33 | 33 | 33 | 33 |
| Closed Higher | 11 | 8 | 12 | 12 | 14 | 17 | 26 | 17 | 21 | 12 | 10 |
| Exceeded High | 10 | 6 | 10 | 8 | 12 | 15 | 22 | 11 | 15 | 8 | 7 |
| Scenario Percentage | 91% | 75% | 83% | 67% | 86% | 88% | 85% | 65% | 71% | 67% | 70% |
| Avg Max Increase | 12.05% | 14.60% | 12.01% | 11.21% | 20.41% | 30.90% | 19.53% | 12.40% | 13.94% | 16.42% | 11.29% |
| Max Increase | 32.70% | 41.80% | 33.20% | 31.52% | 85.88% | 84.79% | 71.54% | 27.73% | 62.28% | 44.05% | 30.55% |
| Avg Days To Max Increase | 12 | 9 | 13 | 12 | 17 | 16 | 17 | 15 | 17 | 13 | 15 |
| Avg Max Decline | -1.78% | -0.33% | -1.58% | -0.98% | -3.85% | -1.45% | -2.70% | -3.92% | -2.41% | -3.81% | -2.92% |
| Max Decline | -8.08% | -4.49% | -5.63% | -4.16% | -11.74% | -7.40% | -9.69% | -8.62% | -6.59% | -9.43% | -9.86% |
| Avg Days to Max Decline | 8 | 3 | 8 | 2 | 7 | 8 | 6 | 8 | 5 | 11 | 4 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
