MRCI Online
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| ScenarioSM Study for June Palladium(NYMEX) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 20 | 21 | 22 | 27 | 29 | 33 | 32 | 35 | 35 | 35 | 35 | |
| Closed Higher | 12 | 9 | 13 | 14 | 16 | 19 | 28 | 18 | 22 | 14 | 10 | |
| Exceeded High | 11 | 7 | 11 | 10 | 14 | 17 | 24 | 12 | 16 | 9 | 8 | |
| Scenario Percentage | 92% | 78% | 85% | 71% | 88% | 89% | 86% | 67% | 73% | 64% | 80% | |
| Avg Max Increase | 12.24% | 16.58% | 13.65% | 13.98% | 20.79% | 28.60% | 18.87% | 14.05% | 14.29% | 15.01% | 10.56% | |
| 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 | 14 | 12 | 13 | 16 | 18 | 16 | 18 | 16 | 17 | 14 | 18 | |
| Avg Max Decline | -2.23% | 0.22% | -1.59% | -1.06% | -3.60% | -1.58% | -2.89% | -3.61% | -2.29% | -4.74% | -3.31% | |
| Max Decline | -8.08% | -4.49% | -5.63% | -4.16% | -11.74% | -7.40% | -9.69% | -8.62% | -6.59% | -12.17% | -9.86% | |
| Avg Days to Max Decline | 8 | 4 | 7 | 3 | 8 | 8 | 7 | 8 | 5 | 11 | 4 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
