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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Palladium(NYMEX) as of Jan 01, 2010
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 26 27 27 29 31 31 32 33 33 33 33
Closed Higher 20 13 18 11 13 12 18 12 16 17 15
Exceeded High 17 8 13 8 8 11 15 10 14 12 12
Scenario Percentage 85% 62% 72% 73% 62% 92% 83% 83% 88% 71% 80%
Avg Max Increase 17.90% 11.44% 10.27% 17.02% 10.42% 13.81% 12.34% 14.08% 14.00% 20.06% 15.36%
Max Increase 53.95% 27.65% 25.15% 34.77% 18.77% 32.52% 33.42% 41.40% 35.19% 50.48% 22.29%
Avg Days To Max Increase 16 16 18 19 18 17 14 13 14 12 14
Avg Max Decline -1.66% -3.13% -1.42% -2.76% -5.69% -1.48% -2.79% -1.53% -2.33% -1.07% -0.13%
Max Decline -8.33% -11.25% -5.29% -6.41% -14.96% -10.16% -9.56% -4.49% -6.33% -3.15% -3.52%
Avg Days to Max Decline 7 7 3 15 13 6 12 3 9 1 2
2009 Contract Condition         Yes Yes Yes Yes Yes Yes Yes
Action         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 Feb Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 26 27 27 29 31 31 32 33 33 33 33
Closed Lower 6 14 8 18 18 19 14 20 16 16 18
Penetrated Low 4 8 6 16 14 14 12 15 11 11 14
Scenario Percentage 67% 57% 75% 89% 78% 74% 86% 75% 69% 69% 78%
Avg Max Decline 5.35% 7.43% 11.49% 11.82% 11.05% 8.70% 13.99% 12.01% 14.17% 12.75% 23.26%
Max Decline 9.42% 15.89% 18.68% 33.11% 26.56% 21.01% 48.95% 46.20% 22.18% 26.53% 60.00%
Avg Days To Max Decline 10 15 14 15 15 14 18 16 17 12 14
Avg Max Increase -4.62% -1.58% -3.69% -1.25% -2.09% -1.95% -2.11% -2.62% -3.99% -4.53% -3.48%
Max Increase -12.92% -7.05% -15.44% -6.16% -8.54% -6.44% -12.37% -8.38% -8.93% -19.42% -19.31%
Avg Days to Max Increase 8 6 7 6 9 5 7 9 8 7 8
2009 Contract Condition       Yes              
Action       Yes              
High     226.25 244.85 245.00 263.45 267.00 294.50 308.70 341.95 380.00
Low     192.00 218.70 212.00 232.35 226.45 263.45 282.10 290.85 316.00
Close/Last     220.80 220.40 238.70 252.05 265.80 293.50 299.20 323.25 363.55

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