MRCI Online
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| ScenarioSM Study for December Palladium(NYMEX) as of Dec 30, 2011 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 28 | 29 | 29 | 31 | 33 | 33 | 34 | 35 | 35 | 35 | 35 | |
| Closed Higher | 22 | 14 | 19 | 13 | 13 | 12 | 20 | 12 | 17 | 19 | 16 | |
| Exceeded High | 19 | 9 | 14 | 9 | 8 | 11 | 16 | 10 | 15 | 14 | 13 | |
| Scenario Percentage | 86% | 64% | 74% | 69% | 62% | 92% | 80% | 83% | 88% | 74% | 81% | |
| Avg Max Increase | 17.11% | 13.62% | 10.84% | 15.48% | 10.42% | 13.81% | 12.57% | 14.08% | 15.07% | 18.45% | 14.50% | |
| Max Increase | 53.95% | 31.10% | 25.15% | 34.77% | 18.77% | 32.52% | 33.42% | 41.40% | 35.19% | 44.44% | 22.29% | |
| Avg Days To Max Increase | 17 | 17 | 18 | 18 | 18 | 17 | 15 | 13 | 14 | 9 | 11 | |
| Avg Max Decline | -1.72% | -2.74% | -1.19% | -3.71% | -5.69% | -1.48% | -3.13% | -1.53% | -2.35% | -2.07% | -0.11% | |
| Max Decline | -8.33% | -11.25% | -5.29% | -11.27% | -14.96% | -10.16% | -9.56% | -4.49% | -6.33% | -13.14% | -3.52% | |
| Avg Days to Max Decline | 6 | 7 | 2 | 14 | 13 | 6 | 12 | 3 | 8 | 4 | 1 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | No | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
