MRCI Online
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| ScenarioSM Study for December Palladium(NYMEX) as of Jan 01, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 32 | 33 | 33 | 35 | 37 | 37 | 38 | 39 | 39 | 39 | 39 | |
| Closed Higher | 24 | 17 | 21 | 16 | 15 | 13 | 23 | 14 | 20 | 22 | 18 | |
| Exceeded High | 21 | 11 | 16 | 11 | 10 | 12 | 19 | 12 | 17 | 16 | 15 | |
| Scenario Percentage | 88% | 65% | 76% | 69% | 67% | 92% | 83% | 86% | 85% | 73% | 83% | |
| Avg Max Increase | 15.96% | 12.09% | 10.14% | 13.53% | 9.20% | 13.32% | 12.13% | 12.78% | 14.27% | 17.13% | 13.30% | |
| Max Increase | 53.95% | 31.10% | 25.15% | 34.77% | 18.77% | 32.52% | 33.42% | 41.40% | 35.19% | 50.48% | 22.29% | |
| Avg Days To Max Increase | 17 | 16 | 18 | 17 | 17 | 18 | 14 | 12 | 13 | 12 | 15 | |
| Avg Max Decline | -1.78% | -2.07% | -1.02% | -3.25% | -4.92% | -1.40% | -3.20% | -1.55% | -2.36% | -2.21% | -0.49% | |
| Max Decline | -8.33% | -11.25% | -5.29% | -11.27% | -14.96% | -10.16% | -9.56% | -4.49% | -6.33% | -13.14% | -4.08% | |
| Avg Days to Max Decline | 8 | 7 | 3 | 12 | 12 | 8 | 10 | 3 | 8 | 4 | 4 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Not Yet | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
