MRCI Online
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| ScenarioSM Study for December Palladium(NYMEX) as of Dec 30, 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 | 33 | 34 | 34 | 36 | 38 | 38 | 39 | 40 | 40 | 40 | 40 | |
| Closed Higher | 24 | 17 | 22 | 17 | 15 | 14 | 24 | 14 | 21 | 22 | 19 | |
| Exceeded High | 21 | 11 | 17 | 11 | 10 | 13 | 20 | 12 | 18 | 16 | 16 | |
| Scenario Percentage | 88% | 65% | 77% | 65% | 67% | 93% | 83% | 86% | 86% | 73% | 84% | |
| Avg Max Increase | 15.96% | 12.09% | 10.21% | 13.53% | 9.20% | 14.23% | 11.79% | 12.78% | 13.89% | 16.64% | 12.05% | |
| 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 | 16 | 18 | 17 | 17 | 17 | 14 | 12 | 14 | 10 | 11 | |
| Avg Max Decline | -1.78% | -2.07% | -1.27% | -3.25% | -4.92% | -1.35% | -3.19% | -1.55% | -3.08% | -2.21% | -0.64% | |
| Max Decline | -8.33% | -11.25% | -5.29% | -11.27% | -14.96% | -10.16% | -9.56% | -4.49% | -15.38% | -13.14% | -4.08% | |
| Avg Days to Max Decline | 8 | 7 | 3 | 12 | 12 | 8 | 10 | 3 | 9 | 4 | 3 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
