MRCI Online
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| ScenarioSM Study for March Palladium(NYMEX) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 18 | 19 | 20 | 26 | 27 | 28 | 29 | 30 | 31 | 31 | 32 | |
| Closed Higher | 7 | 7 | 7 | 15 | 9 | 17 | 14 | 15 | 18 | 26 | 16 | |
| Exceeded High | 4 | 5 | 7 | 12 | 7 | 15 | 10 | 13 | 16 | 20 | 7 | |
| Scenario Percentage | 57% | 71% | 100% | 80% | 78% | 88% | 71% | 87% | 89% | 77% | 44% | |
| Avg Max Increase | 17.06% | 9.84% | 11.51% | 11.18% | 13.23% | 14.01% | 13.70% | 22.72% | 28.04% | 19.46% | 9.42% | |
| Max Increase | 34.24% | 18.37% | 27.79% | 32.84% | 43.03% | 35.66% | 32.67% | 86.19% | 85.89% | 72.27% | 26.13% | |
| Avg Days To Max Increase | 21 | 13 | 19 | 17 | 14 | 16 | 15 | 20 | 17 | 15 | 15 | |
| Avg Max Decline | -3.53% | -3.56% | -0.53% | -3.91% | -0.47% | -1.69% | -1.43% | -4.10% | -1.95% | -2.60% | -4.39% | |
| Max Decline | -6.36% | -11.93% | -4.12% | -9.29% | -4.50% | -5.66% | -4.67% | -12.72% | -7.57% | -9.85% | -8.11% | |
| Avg Days to Max Decline | 16 | 3 | 10 | 13 | 4 | 10 | 3 | 7 | 6 | 5 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
