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ScenarioSM Study for March Palladium(NYMEX) as of Dec 31, 2010 | ||||||||||||
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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 | 20 | 21 | 22 | 28 | 29 | 30 | 31 | 32 | 33 | 33 | 34 | |
Closed Higher | 7 | 8 | 9 | 16 | 10 | 18 | 15 | 16 | 19 | 28 | 18 | |
Exceeded High | 4 | 6 | 8 | 13 | 8 | 16 | 11 | 14 | 17 | 22 | 8 | |
Scenario Percentage | 57% | 75% | 89% | 81% | 80% | 89% | 73% | 88% | 89% | 79% | 44% | |
Avg Max Increase | 17.06% | 9.69% | 12.10% | 11.45% | 13.62% | 14.80% | 14.86% | 23.21% | 27.34% | 19.08% | 9.56% | |
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 | 14 | 20 | 17 | 15 | 16 | 16 | 20 | 17 | 15 | 16 | |
Avg Max Decline | -3.53% | -3.40% | -1.29% | -3.56% | -0.78% | -1.74% | -1.40% | -4.20% | -1.85% | -2.79% | -3.85% | |
Max Decline | -6.36% | -11.93% | -6.65% | -9.29% | -4.50% | -5.66% | -4.67% | -12.72% | -7.57% | -9.85% | -8.11% | |
Avg Days to Max Decline | 16 | 3 | 9 | 12 | 7 | 9 | 3 | 8 | 6 | 5 | 3 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
Action | Yes | Yes | Yes | Yes | 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.