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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, 2014
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   17 23 26 30 32 37 37 37 37 37 37
Closed Higher   9 14 15 24 16 23 16 14 13 23 13
Exceeded High   6 11 14 22 10 15 10 9 12 21 11
Scenario Percentage   67% 79% 93% 92% 63% 65% 63% 64% 92% 91% 85%
Avg Max Increase   10.44% 20.53% 21.32% 14.65% 14.08% 14.37% 16.71% 10.26% 16.02% 10.92% 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 21 16 17 16 19 18 14 15 12 13
Avg Max Decline   -2.97% -4.07% -2.01% -2.10% -2.17% -1.48% -4.73% -5.26% -3.59% -3.11% -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 15 7 7 4 5 14 7 7 10 3
2013 Contract Condition     Yes Yes Yes   Yes   Yes   Yes  
Action     Yes Yes Yes   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   17 23 26 30 32 37 37 37 37 37 37
Closed Lower   8 9 11 5 16 13 21 23 24 14 24
Penetrated Low   5 5 7 5 10 10 18 15 17 10 11
Scenario Percentage   63% 56% 64% 100% 63% 77% 86% 65% 71% 71% 46%
Avg Max Decline   13.21% 11.75% 10.80% 3.61% 8.34% 12.31% 11.08% 13.90% 9.42% 12.21% 8.26%
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 15 15 17 15 15
Avg Max Increase   -2.17% -1.32% -3.95% -2.83% -2.68% -2.66% -2.18% -2.67% -3.50% -0.95% -0.94%
Max Increase   -6.99% -2.55% -12.69% -6.20% -8.65% -15.56% -10.40% -9.41% -12.24% -3.04% -2.99%
Avg Days to Max Increase   6 3 12 4 8 8 10 8 11 3 4
2013 Contract Condition   Yes       Yes   Yes   Yes   Yes
Action   No       Yes   Yes   No   Yes
High 700.30 676.95 689.45 709.95 762.00 777.60 787.85 785.95 767.40 772.50 754.00 769.50
Low 627.15 592.45 602.75 681.80 669.25 733.20 715.00 650.75 675.90 629.40 658.25 712.00
Close/Last 642.10 612.65 689.45 704.85 748.00 735.75 769.65 699.70 753.65 660.70 726.35 722.10

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