MRCI Online
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| ScenarioSM Study for June Palladium(NYMEX) as of Oct 20, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 28 | 29 | 30 | 35 | 37 | 41 | 40 | 43 | 43 | 43 | 43 | |
| Closed Higher | 18 | 13 | 19 | 19 | 21 | 24 | 32 | 24 | 26 | 21 | 14 | |
| Exceeded High | 16 | 10 | 16 | 14 | 19 | 21 | 28 | 16 | 19 | 14 | 10 | |
| Scenario Percentage | 89% | 77% | 84% | 74% | 90% | 88% | 88% | 67% | 73% | 67% | 71% | |
| Avg Max Increase | 11.01% | 14.68% | 11.89% | 11.56% | 17.87% | 25.85% | 17.66% | 12.04% | 13.38% | 11.72% | 8.87% | |
| 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 | 13 | 15 | 15 | 18 | 17 | 18 | 16 | 19 | 13 | 14 | |
| Avg Max Decline | -2.19% | -0.09% | -2.38% | -1.96% | -3.96% | -1.89% | -2.75% | -3.20% | -2.52% | -4.65% | -2.29% | |
| Max Decline | -8.08% | -4.49% | -14.89% | -12.27% | -15.26% | -7.40% | -9.69% | -8.62% | -6.59% | -12.17% | -9.86% | |
| Avg Days to Max Decline | 7 | 6 | 7 | 6 | 9 | 7 | 9 | 7 | 5 | 10 | 4 | |
| 2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
