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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for June Palladium(NYMEX) as of Jan 01, 2013
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   21 22 23 28 30 34 33 36 36 36 36
Closed Higher   13 9 13 15 16 20 29 19 22 15 10
Exceeded High   11 7 11 11 14 18 25 12 16 10 7
Scenario Percentage   85% 78% 85% 73% 88% 90% 86% 63% 73% 67% 70%
Avg Max Increase   12.24% 16.58% 13.65% 13.19% 20.79% 27.60% 18.34% 14.05% 14.29% 13.56% 11.34%
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 15 18 17 18 16 17 12 16
Avg Max Decline   -2.23% 0.22% -1.59% -2.08% -3.60% -1.85% -2.83% -3.61% -2.29% -4.36% -2.92%
Max Decline   -8.08% -4.49% -5.63% -12.27% -11.74% -7.40% -9.69% -8.62% -6.59% -12.17% -9.86%
Avg Days to Max Decline   8 4 7 5 8 8 7 8 5 10 4
2012 Contract Condition   Yes     Yes   Yes Yes Yes   Yes  
Action   No     Yes   Yes Yes No   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   21 22 23 28 30 34 33 36 36 36 36
Closed Lower   8 13 10 13 14 14 4 17 14 21 26
Penetrated Low   7 9 8 8 8 7 3 10 10 17 14
Scenario Percentage   88% 69% 80% 62% 57% 50% 75% 59% 71% 81% 54%
Avg Max Decline   7.62% 12.43% 12.47% 13.91% 12.96% 9.68% 3.34% 12.49% 12.42% 10.48% 10.07%
Max Decline   16.18% 28.52% 22.99% 27.18% 45.16% 29.66% 5.46% 40.32% 20.53% 25.40% 23.69%
Avg Days To Max Decline   17 20 11 21 18 15 5 15 15 11 10
Avg Max Increase   -2.44% -3.57% -2.09% -3.78% -1.17% -3.93% -2.90% -3.03% -3.73% -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 12 5 5 4 5 2 9 10 7 2
2012 Contract Condition     Yes Yes   Yes       Yes   Yes
Action     Yes Yes   No       Yes   Not Yet
High 820.75 838.40 831.85 791.70 672.45 680.25 687.80 702.35 727.80 723.00 685.00 686.20
Low 727.05 759.70 729.40 616.80 566.05 573.50 614.00 615.35 679.00 641.20 629.00 584.25
Close/Last 763.00 830.35 791.95 616.80 653.70 614.00 657.60 688.05 708.40 654.10 682.35 612.10

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