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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, 2014
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   22 23 24 29 31 35 34 37 37 37 37
Closed Higher   14 10 14 15 17 21 30 19 23 15 11
Exceeded High   12 8 11 11 15 19 26 12 16 10 8
Scenario Percentage   86% 80% 79% 73% 88% 90% 87% 63% 70% 67% 73%
Avg Max Increase   12.72% 15.88% 13.65% 13.19% 20.09% 26.70% 17.85% 14.05% 14.29% 13.52% 10.16%
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 19 16 17 16 17 12 14
Avg Max Decline   -2.36% 0.43% -1.59% -2.08% -3.59% -2.04% -2.91% -3.61% -2.29% -4.36% -2.60%
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   7 4 7 5 10 8 8 8 5 10 4
2013 Contract Condition   Yes Yes Yes   Yes Yes Yes   Yes   Yes
Action   Yes Yes 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   22 23 24 29 31 35 34 37 37 37 37
Closed Lower   8 13 10 14 14 14 4 18 14 22 26
Penetrated Low   7 9 8 8 8 7 3 11 10 17 14
Scenario Percentage   88% 69% 80% 57% 57% 50% 75% 61% 71% 77% 54%
Avg Max Decline   7.62% 12.43% 12.47% 13.91% 12.96% 9.68% 3.34% 12.43% 12.42% 10.45% 10.03%
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% -3.42% -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
2013 Contract Condition         Yes       Yes   Yes  
Action         No       Yes   Not Yet  
High 636.05 600.20 661.55 700.30 676.95 692.85 710.50 760.00 779.20 788.45 784.80 764.90
Low 565.20 563.25 570.80 627.15 592.45 602.75 673.60 665.85 710.70 713.00 647.50 672.80
Close/Last 585.85 593.35 630.90 642.10 612.65 689.45 704.65 747.10 734.55 768.25 697.80 751.05

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