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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, 2013
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   16 22 25 29 31 36 36 36 36 36 36
Closed Higher   9 13 14 23 16 22 16 13 13 22 13
Exceeded High   6 10 13 21 10 15 10 8 12 20 11
Scenario Percentage   67% 77% 93% 91% 63% 68% 63% 62% 92% 91% 85%
Avg Max Increase   10.44% 21.53% 22.17% 15.09% 14.08% 14.37% 16.71% 11.23% 16.02% 11.17% 11.06%
Max Increase   23.93% 84.24% 65.00% 52.21% 31.84% 54.33% 44.61% 19.33% 32.57% 34.45% 19.96%
Avg Days To Max Increase   17 20 16 18 16 19 18 15 15 12 13
Avg Max Decline   -2.97% -4.19% -1.78% -1.99% -2.17% -1.48% -4.73% -5.79% -3.59% -3.16% -1.05%
Max Decline   -12.27% -11.92% -7.91% -8.23% -6.67% -5.58% -11.94% -16.18% -17.10% -10.44% -6.07%
Avg Days to Max Decline   6 13 7 6 4 5 14 7 7 10 3
2012 Contract Condition   Yes   Yes Yes Yes   Yes     Yes Yes
Action   Yes   Yes Yes No   No     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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   16 22 25 29 31 36 36 36 36 36 36
Closed Lower   7 9 11 5 15 13 20 23 23 14 23
Penetrated Low   5 5 7 5 9 10 17 15 17 10 10
Scenario Percentage   71% 56% 64% 100% 60% 77% 85% 65% 74% 71% 43%
Avg Max Decline   13.21% 11.75% 10.80% 3.61% 7.99% 12.31% 11.14% 13.90% 9.42% 12.21% 8.51%
Max Decline   26.18% 43.23% 31.35% 6.73% 15.99% 19.44% 25.58% 33.91% 28.99% 41.59% 26.27%
Avg Days To Max Decline   20 14 11 3 16 15 14 15 17 15 16
Avg Max Increase   -2.17% -1.32% -3.95% -2.83% -2.19% -2.66% -1.70% -2.67% -3.50% -0.95% -0.96%
Max Increase   -6.99% -2.55% -12.69% -6.20% -8.65% -15.56% -7.88% -9.41% -12.24% -3.04% -2.99%
Avg Days to Max Increase   6 3 12 4 8 8 8 8 11 3 4
2012 Contract Condition     Yes       Yes   Yes Yes    
Action     No       Yes   Yes Yes    
High 791.70 672.45 680.25 689.50 697.50 725.00 720.30 686.85 686.25 641.90 605.95 658.00
Low 616.80 566.05 573.50 620.70 616.80 685.50 646.05 634.25 586.30 560.60 555.90 562.35
Close/Last 616.80 653.70 614.50 659.05 689.40 709.85 655.70 684.20 613.90 584.55 590.55 627.95

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