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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for September Palladium(NYMEX) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Feb Feb Feb Mar Apr May Jun Jul Aug
Tested Years 14 19 22 26 28 33 33 33 33 33 33
Closed Higher 7 11 11 20 14 21 13 13 13 19 11
Exceeded High 4 8 10 18 9 14 9 8 12 17 9
Scenario Percentage 57% 73% 91% 90% 64% 67% 69% 62% 92% 89% 82%
Avg Max Increase 8.31% 21.52% 25.81% 16.08% 12.10% 14.03% 18.20% 11.23% 16.02% 11.14% 10.84%
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 18 19 15 15 12 12
Avg Max Decline -1.29% -5.30% -1.31% -2.01% -2.52% -1.60% -3.93% -5.79% -3.59% -2.95% -1.33%
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 5 14 7 7 11 3
2009 Contract Condition           Yes   Yes Yes Yes Yes
Action           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 Feb Feb Feb Feb Feb Mar Apr May Jun Jul Aug
Tested Years 14 19 22 26 28 33 33 33 33 33 33
Closed Lower 7 8 11 5 14 11 20 20 20 14 22
Penetrated Low 5 5 7 5 8 9 17 14 15 10 11
Scenario Percentage 71% 62% 64% 100% 57% 82% 85% 70% 75% 71% 50%
Avg Max Decline 13.21% 11.75% 10.80% 3.61% 7.31% 12.50% 11.14% 14.22% 9.87% 12.21% 16.26%
Max Decline 26.18% 43.23% 31.35% 6.73% 15.99% 19.44% 25.58% 33.91% 28.99% 41.59% 68.10%
Avg Days To Max Decline 20 14 11 3 16 14 14 15 17 15 14
Avg Max Increase -2.17% -1.32% -3.95% -2.83% -2.09% -2.43% -1.70% -2.53% -2.94% -0.95% -2.50%
Max Increase -6.99% -2.55% -12.69% -6.20% -8.65% -15.56% -7.88% -9.41% -12.24% -3.04% -13.92%
Avg Days to Max Increase 6 3 12 4 8 5 8 8 10 3 6
2009 Contract Condition             Yes        
Action             Yes        
High         222.10 226.85 243.60 246.95 266.85 265.00 293.45
Low         196.25 191.95 213.10 210.50 230.50 225.10 262.00
Close/Last         197.05 219.80 219.30 237.45 250.95 264.60 291.80

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