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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, 2013
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   29 30 30 32 34 34 35 36 36 36 36
Closed Higher   23 15 19 14 13 12 21 13 18 19 17
Exceeded High   20 9 14 9 8 11 17 11 15 14 14
Scenario Percentage   87% 60% 74% 64% 62% 92% 81% 85% 83% 74% 82%
Avg Max Increase   16.51% 13.62% 10.84% 15.48% 10.42% 13.81% 12.96% 13.90% 15.07% 18.45% 13.64%
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   -1.66% -2.74% -1.19% -3.71% -5.69% -1.48% -3.22% -1.41% -2.35% -2.07% -0.22%
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   7 7 2 14 13 6 11 3 8 4 2
2012 Contract Condition   Yes Yes   Yes     Yes Yes Yes   Yes
Action   Yes No   No     Yes Yes No   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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   29 30 30 32 34 34 35 36 36 36 36
Closed Lower   6 15 10 18 21 22 14 22 17 17 19
Penetrated Low   4 9 8 16 15 17 12 16 12 11 12
Scenario Percentage   67% 60% 80% 89% 71% 77% 86% 73% 71% 65% 63%
Avg Max Decline   5.35% 7.93% 10.96% 11.82% 10.92% 8.08% 13.99% 13.28% 14.07% 12.75% 8.64%
Max Decline   9.42% 15.89% 18.68% 33.11% 26.56% 21.01% 48.95% 46.20% 22.18% 26.53% 20.57%
Avg Days To Max Decline   10 15 14 15 15 14 18 15 16 12 11
Avg Max Increase   -4.62% -1.73% -3.74% -1.25% -2.22% -2.41% -2.11% -2.49% -3.67% -4.53% -1.15%
Max Increase   -12.92% -7.05% -15.44% -6.16% -8.54% -11.32% -12.37% -8.38% -8.93% -19.42% -3.47%
Avg Days to Max Increase   8 6 10 6 9 6 7 8 8 7 2
2012 Contract Condition       Yes   Yes Yes       Yes  
Action       Yes   Yes Yes       Not Yet  
High 689.50 697.50 725.00 718.20 685.55 684.25 640.00 600.15 659.60 705.80 677.05 691.35
Low 620.70 616.80 686.65 647.40 635.60 589.50 563.30 558.75 564.50 617.45 586.95 596.05
Close/Last 659.05 689.40 709.85 657.05 685.55 615.15 585.80 592.40 629.40 640.80 609.80 686.25

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