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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 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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Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low 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 Lower   8 12 9 13 13 14 4 17 13 21 25
Penetrated Low   7 8 7 8 8 7 3 10 9 17 14
Scenario Percentage   88% 67% 78% 62% 62% 50% 75% 59% 69% 81% 56%
Avg Max Decline   7.62% 10.42% 13.07% 13.91% 12.96% 9.68% 3.34% 12.49% 12.61% 10.50% 10.09%
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 15 14 11 11
Avg Max Increase   -2.44% -4.02% -2.88% -3.78% -1.17% -3.93% -2.90% -3.03% -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 9 7 7 2
2011 Contract Condition                 Yes Yes   Yes
Action                 Yes No   Not Yet
High 496.95 502.70 519.45 573.35 647.85 745.45 804.40 828.35 863.70 826.10 805.25 800.00
Low 431.80 428.30 468.80 521.95 563.65 637.60 706.10 749.00 758.00 687.00 726.65 695.75
Close/Last 445.85 502.70 504.35 573.35 647.85 703.95 804.40 821.80 799.60 767.90 792.15 778.95

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