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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, 2018
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   21 27 30 34 36 41 41 41 41 41 41
Closed Higher   12 16 16 25 19 26 20 15 16 26 15
Exceeded High   8 13 14 23 13 18 13 10 15 24 13
Scenario Percentage   67% 81% 88% 92% 68% 69% 65% 67% 94% 92% 87%
Avg Max Increase   8.78% 17.67% 21.32% 14.36% 12.23% 13.36% 14.20% 9.87% 15.91% 10.47% 9.90%
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   15 20 16 17 16 20 16 15 17 11 11
Avg Max Decline   -2.81% -4.77% -2.01% -2.08% -1.98% -1.83% -4.58% -5.09% -3.09% -3.12% -1.12%
Max Decline   -12.27% -15.27% -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 9 4 6 13 8 9 9 2
2017 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   21 27 30 34 36 41 41 41 41 41 41
Closed Lower   9 11 14 8 17 14 21 26 25 15 26
Penetrated Low   5 7 8 7 10 10 18 16 18 12 14
Scenario Percentage   56% 64% 57% 88% 59% 71% 86% 62% 72% 80% 54%
Avg Max Decline   13.21% 10.77% 10.14% 3.60% 8.34% 12.31% 11.08% 14.50% 10.15% 12.14% 8.12%
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 15 12 7 16 15 15 16 17 17 16
Avg Max Increase   -2.17% -2.08% -3.73% -3.11% -2.68% -2.66% -2.18% -2.52% -3.56% -1.51% -2.25%
Max Increase   -6.99% -5.23% -12.69% -7.68% -8.65% -15.56% -10.40% -9.41% -12.24% -5.96% -9.09%
Avg Days to Max Increase   6 6 12 8 8 8 10 8 11 4 5
2017 Contract Condition   Yes   Yes         Yes      
Action   No   No         No      
High 725.80 716.45 775.70 754.75 797.50 796.60 815.00 829.25 827.00 891.35 897.35 948.85
Low 660.50 617.85 622.25 657.25 711.75 750.45 741.55 770.60 747.70 809.05 824.30 865.45
Close/Last 725.80 622.70 775.70 685.35 755.20 772.40 798.50 826.45 815.95 836.65 885.40 931.95

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