MRCI Online
|
| 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 | |||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
