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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, 2019
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   35 36 36 38 40 40 41 42 42 42 42
Closed Higher   25 19 23 19 16 15 25 16 23 23 21
Exceeded High   22 12 18 12 11 14 21 14 20 17 18
Scenario Percentage   88% 63% 78% 63% 69% 93% 84% 88% 87% 74% 86%
Avg Max Increase   15.59% 11.66% 9.84% 12.90% 8.72% 14.21% 11.88% 12.74% 13.55% 16.07% 11.31%
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 19 17 16 18 14 13 15 10 11
Avg Max Decline   -1.78% -2.22% -1.39% -3.78% -4.54% -1.33% -3.13% -1.79% -3.13% -2.11% -0.56%
Max Decline   -8.33% -11.25% -5.29% -11.27% -14.96% -10.16% -9.56% -4.49% -15.38% -13.14% -3.52%
Avg Days to Max Decline   9 8 4 13 12 8 10 4 8 4 2
2018 Contract Condition     Yes   Yes Yes     Yes Yes   Yes
Action     No   No 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 Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years   35 36 36 38 40 40 41 42 42 42 42
Closed Lower   10 17 12 19 24 25 16 25 18 19 21
Penetrated Low   7 10 9 17 16 19 14 18 13 11 14
Scenario Percentage   70% 59% 75% 89% 67% 76% 88% 72% 72% 58% 67%
Avg Max Decline   4.99% 8.17% 10.29% 11.69% 11.70% 9.15% 13.93% 12.62% 13.44% 12.75% 7.86%
Max Decline   9.42% 15.89% 18.68% 33.11% 26.56% 22.89% 48.95% 46.20% 22.18% 26.53% 20.57%
Avg Days To Max Decline   14 15 13 16 16 15 19 16 16 12 11
Avg Max Increase   -4.21% -2.25% -3.15% -1.78% -2.08% -2.45% -1.95% -2.75% -3.76% -4.53% -1.38%
Max Increase   -12.92% -7.05% -15.44% -10.14% -8.54% -11.32% -12.37% -8.66% -8.93% -19.42% -3.62%
Avg Days to Max Increase   13 8 9 8 9 6 7 9 8 7 3
2018 Contract Condition   Yes   Yes     Yes Yes     Yes  
Action   Yes   Yes     Yes Yes     Not Yet  
High 1048.10 1090.85 1042.90 979.65 1035.40 986.40 1016.00 957.60 971.80 1085.00 1137.30 1198.00
Low 965.65 1008.85 949.80 932.25 886.70 926.00 923.90 850.60 816.00 942.10 1032.40 1061.10
Close/Last 1045.15 1008.85 1027.50 932.25 951.35 977.10 945.60 928.60 969.90 1072.80 1068.50 1168.60

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