Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June Palladium(NYMEX) as of Dec 31, 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 Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   19 20 21 26 28 32 31 34 34 34 34
Closed Higher   11 8 12 13 15 18 27 18 22 13 10
Exceeded High   10 6 10 9 13 16 23 12 16 8 7
Scenario Percentage   91% 75% 83% 69% 87% 89% 85% 67% 73% 62% 70%
Avg Max Increase   12.05% 14.60% 12.01% 12.85% 21.03% 29.92% 19.47% 14.05% 14.29% 16.42% 11.29%
Max Increase   32.70% 41.80% 33.20% 31.52% 85.88% 84.79% 71.54% 32.24% 62.28% 44.05% 30.55%
Avg Days To Max Increase   12 9 13 14 18 16 17 16 17 13 15
Avg Max Decline   -1.78% -0.33% -1.58% -1.00% -3.90% -1.25% -2.91% -3.61% -2.29% -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 8 8 6 8 5 11 4
2010 Contract Condition         Yes Yes Yes Yes Yes Yes Yes  
Action         Yes Yes Yes Yes Yes Yes Not Yet  
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Feb Feb Feb Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years   19 20 21 26 28 32 31 34 34 34 34
Closed Lower   8 12 9 13 13 14 4 16 12 21 24
Penetrated Low   7 8 7 8 8 7 3 9 9 17 14
Scenario Percentage   88% 67% 78% 62% 62% 50% 75% 56% 75% 81% 58%
Avg Max Decline   7.62% 10.42% 13.07% 13.91% 12.96% 9.68% 3.34% 12.31% 12.61% 10.45% 10.03%
Max Decline   16.18% 21.42% 22.99% 27.18% 45.16% 29.66% 5.46% 40.32% 20.53% 25.40% 23.69%
Avg Days To Max Decline   17 22 12 21 18 15 5 14 14 11 10
Avg Max Increase   -2.44% -4.02% -2.88% -3.78% -1.17% -3.93% -2.90% -3.00% -3.60% -2.31% -0.93%
Max Increase   -11.76% -13.35% -6.44% -15.91% -5.19% -13.68% -4.53% -9.30% -18.10% -8.30% -4.54%
Avg Days to Max Increase   15 13 5 5 4 5 2 10 7 7 2
2010 Contract Condition                       Yes
Action                       Not Yet
High       301.70 343.90 380.15 410.10 472.20 453.00 487.50 573.60 554.50
Low       292.60 295.45 321.70 351.00 410.00 382.00 433.00 478.00 391.20
Close/Last       301.70 325.60 367.45 409.95 413.00 433.75 479.95 555.75 461.85

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php