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MRCI's Scenario Study

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MRCI's ScenarioSM Study
ScenarioSM Study for December Palladium(NYMEX) as of Jun 08, 2020
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   36 37 37 39 41 41 42 43 43 43 43
Closed Higher   26 20 23 20 16 16 25 17 24 24 22
Exceeded High   23 13 18 13 11 15 21 15 21 18 19
Scenario Percentage   88% 65% 78% 65% 69% 94% 84% 88% 88% 75% 86%
Avg Max Increase   15.92% 11.13% 9.84% 12.92% 8.72% 13.54% 11.88% 13.02% 13.43% 15.84% 11.14%
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 18 16 17 14 14 16 10 12
Avg Max Decline   -1.64% -2.27% -1.39% -4.02% -4.54% -1.28% -3.13% -1.78% -3.11% -2.35% -0.49%
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 12 12 7 10 4 8 5 2
2019 Contract Condition   Yes Yes   Yes   Yes   Yes Yes Yes Yes
Action   Yes Yes   Yes   Yes   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   36 37 37 39 41 41 42 43 43 43 43
Closed Lower   10 17 13 19 25 25 17 25 18 19 21
Penetrated Low   7 10 10 17 16 19 15 18 13 11 14
Scenario Percentage   70% 59% 77% 89% 64% 76% 88% 72% 72% 58% 67%
Avg Max Decline   4.99% 8.17% 9.60% 11.69% 11.70% 9.15% 13.63% 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 18 16 16 12 11
Avg Max Increase   -4.21% -2.25% -3.71% -1.78% -2.08% -2.45% -1.80% -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 10 8 9 6 7 9 8 7 3
2019 Contract Condition       Yes   Yes   Yes        
Action       Yes   No   Yes        
High 1154.70 1295.50 1491.00 1541.20 1437.40 1368.50 1551.90 1595.90 1543.20 1669.40 1799.20 1828.90
Low 1099.40 1148.50 1265.80 1289.00 1292.70 1276.40 1302.60 1493.70 1379.80 1514.00 1605.00 1644.30
Close/Last 1147.60 1249.90 1471.20 1321.20 1371.90 1328.20 1533.00 1523.40 1539.20 1647.50 1755.60 1815.60

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