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MRCI's Scenario Study

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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  
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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 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

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