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ScenarioSM Study for March Palladium(NYMEX) as of Jan 01, 2014 | ||||||||||||
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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 | 23 | 24 | 25 | 31 | 32 | 33 | 34 | 35 | 36 | 36 | 37 | |
Closed Higher | 10 | 8 | 9 | 19 | 12 | 20 | 17 | 18 | 22 | 31 | 19 | |
Exceeded High | 5 | 6 | 8 | 16 | 10 | 17 | 13 | 16 | 20 | 25 | 8 | |
Scenario Percentage | 50% | 75% | 89% | 84% | 83% | 85% | 76% | 89% | 91% | 81% | 42% | |
Avg Max Increase | 14.24% | 9.69% | 12.10% | 11.52% | 14.95% | 15.70% | 14.89% | 22.09% | 24.66% | 17.44% | 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 | 19 | 14 | 20 | 17 | 16 | 15 | 17 | 20 | 17 | 15 | 16 | |
Avg Max Decline | -4.98% | -3.40% | -1.29% | -3.56% | -0.27% | -1.75% | -2.44% | -3.98% | -2.63% | -2.81% | -3.85% | |
Max Decline | -10.81% | -11.93% | -6.65% | -9.29% | -4.50% | -5.66% | -13.35% | -12.72% | -7.88% | -9.85% | -8.11% | |
Avg Days to Max Decline | 15 | 3 | 9 | 11 | 7 | 9 | 6 | 10 | 6 | 7 | 3 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | Yes | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.