MRCI Online
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| ScenarioSM Study for September Palladium(NYMEX) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 14 | 19 | 22 | 26 | 28 | 32 | 32 | 32 | 32 | 32 | 32 | |
| Closed Higher | 7 | 11 | 11 | 20 | 14 | 20 | 13 | 12 | 12 | 18 | 10 | |
| Exceeded High | 4 | 8 | 10 | 18 | 9 | 13 | 9 | 7 | 11 | 16 | 8 | |
| Scenario Percentage | 57% | 73% | 91% | 90% | 64% | 65% | 69% | 58% | 92% | 89% | 80% | |
| Avg Max Increase | 8.31% | 21.52% | 25.81% | 16.08% | 12.10% | 14.16% | 18.20% | 11.06% | 15.94% | 10.84% | 11.56% | |
| Max Increase | 16.15% | 84.24% | 65.00% | 52.21% | 27.16% | 54.33% | 44.61% | 19.33% | 32.57% | 34.45% | 19.96% | |
| Avg Days To Max Increase | 16 | 21 | 16 | 17 | 15 | 19 | 19 | 16 | 14 | 12 | 12 | |
| Avg Max Decline | -1.29% | -5.30% | -1.31% | -2.01% | -2.52% | -1.40% | -3.93% | -6.53% | -2.98% | -3.07% | -1.10% | |
| Max Decline | -5.08% | -11.92% | -7.91% | -8.23% | -6.67% | -5.58% | -8.69% | -16.18% | -17.10% | -10.44% | -6.07% | |
| Avg Days to Max Decline | 2 | 12 | 7 | 6 | 4 | 3 | 14 | 8 | 6 | 10 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | No | Yes | No | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
