Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September Palladium(NYMEX) as of Dec 06, 2024
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   27 32 35 39 40 45 45 45 45 45 45
Closed Higher   14 20 21 26 23 29 24 16 18 28 18
Exceeded High   11 15 18 24 16 21 14 11 17 25 16
Scenario Percentage   79% 75% 86% 92% 70% 72% 58% 69% 94% 89% 89%
Avg Max Increase   9.22% 17.99% 20.84% 16.09% 13.98% 13.15% 11.91% 11.16% 14.82% 10.39% 9.37%
Max Increase   23.93% 84.24% 65.00% 52.21% 31.84% 54.33% 44.61% 22.62% 32.57% 34.45% 19.35%
Avg Days To Max Increase   16 19 17 18 17 19 16 14 15 11 12
Avg Max Decline   -2.57% -3.89% -1.71% -2.04% -1.99% -1.90% -4.80% -4.73% -2.84% -3.47% -1.74%
Max Decline   -12.27% -15.27% -7.91% -8.23% -6.67% -5.58% -11.94% -16.18% -17.10% -10.44% -6.74%
Avg Days to Max Decline   8 13 7 9 4 6 13 9 8 9 2
2024 Contract Condition       Yes     Yes     Yes   Yes
Action       No     Yes     Yes   Yes
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
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   27 32 35 39 40 45 45 45 45 45 45
Closed Lower   13 12 14 12 17 15 21 29 27 17 27
Penetrated Low   7 9 9 10 9 10 19 18 20 13 12
Scenario Percentage   54% 75% 64% 83% 53% 67% 90% 62% 74% 76% 44%
Avg Max Decline   13.20% 10.45% 11.63% 6.55% 6.83% 11.85% 10.25% 13.89% 10.53% 14.99% 9.61%
Max Decline   26.18% 43.23% 31.35% 19.41% 13.36% 19.44% 25.58% 33.91% 28.99% 41.59% 26.27%
Avg Days To Max Decline   18 15 13 10 14 11 15 17 17 16 15
Avg Max Increase   -3.53% -4.94% -3.39% -2.43% -2.30% -4.89% -2.54% -3.71% -3.49% -0.90% -1.26%
Max Increase   -13.66% -21.29% -12.69% -7.68% -7.08% -15.56% -10.40% -16.99% -12.24% -3.04% -6.02%
Avg Days to Max Increase   7 7 12 8 8 11 9 9 10 3 3
2024 Contract Condition   Yes Yes   Yes Yes   Yes Yes   Yes  
Action   Yes Yes   Yes No   Yes Yes   Yes  
High 1312.70 1235.00 1155.10 1256.90 1097.90 1011.00 1115.00 1117.00 1055.00 990.00 1068.00 989.00
Low 1223.70 1140.00 996.50 955.80 933.00 878.10 951.50 944.50 910.50 871.00 868.00 813.50
Close/Last 1285.30 1152.70 1036.30 1124.90 1009.40 953.90 1029.60 960.80 912.90 977.90 925.20 961.10

Banner

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today!