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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, 2015
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   18 24 27 31 33 38 38 38 38 38 38
Closed Higher   10 14 15 24 17 24 17 15 14 24 14
Exceeded High   7 11 14 22 11 16 11 10 13 22 12
Scenario Percentage   70% 79% 93% 92% 65% 67% 65% 67% 93% 92% 86%
Avg Max Increase   9.48% 20.53% 21.32% 14.65% 13.65% 14.01% 15.76% 9.87% 15.39% 10.62% 10.17%
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   16 21 16 17 16 19 17 15 16 12 12
Avg Max Decline   -2.52% -4.07% -2.01% -2.10% -1.94% -1.51% -4.49% -5.09% -3.36% -3.15% -1.21%
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   5 15 7 7 3 5 13 8 9 9 2
2014 Contract Condition   Yes       Yes Yes Yes Yes Yes Yes Yes
Action   Yes       Yes Yes 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 Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years   18 24 27 31 33 38 38 38 38 38 38
Closed Lower   8 10 12 6 16 13 21 23 24 14 24
Penetrated Low   5 6 7 6 10 10 18 15 17 10 11
Scenario Percentage   63% 60% 58% 100% 63% 77% 86% 65% 71% 71% 46%
Avg Max Decline   13.21% 10.33% 10.80% 3.14% 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 16 11 3 16 15 15 15 17 15 15
Avg Max Increase   -2.17% -1.55% -3.95% -2.35% -2.68% -2.66% -2.18% -2.67% -3.50% -0.95% -0.94%
Max Increase   -6.99% -2.69% -12.69% -6.20% -8.65% -15.56% -10.40% -9.41% -12.24% -3.04% -2.99%
Avg Days to Max Increase   6 4 12 4 8 8 10 8 11 3 4
2014 Contract Condition     Yes Yes Yes              
Action     Yes No Yes              
High 740.35 755.45 767.60 741.10 753.30 746.75 800.45 815.80 845.00 864.60 890.00 909.20
Low 685.20 702.90 717.20 698.10 706.20 701.00 748.40 762.75 796.60 806.35 843.45 837.50
Close/Last 729.55 740.00 721.70 721.00 706.45 745.80 777.80 813.45 836.35 843.15 873.70 908.65

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