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ScenarioSM Study for March Palladium(NYMEX) as of Jan 01, 2018 | ||||||||||||
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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 | 27 | 28 | 29 | 35 | 36 | 37 | 38 | 39 | 40 | 40 | 41 | |
Closed Higher | 13 | 10 | 11 | 22 | 13 | 23 | 20 | 20 | 23 | 32 | 22 | |
Exceeded High | 7 | 8 | 10 | 19 | 11 | 20 | 15 | 18 | 20 | 26 | 14 | |
Scenario Percentage | 54% | 80% | 91% | 86% | 85% | 87% | 75% | 90% | 87% | 81% | 64% | |
Avg Max Increase | 11.46% | 8.26% | 12.75% | 10.38% | 13.61% | 14.52% | 13.42% | 19.89% | 24.66% | 17.41% | 8.49% | |
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 | 16 | 14 | 20 | 15 | 15 | 15 | 16 | 20 | 17 | 17 | 18 | |
Avg Max Decline | -3.89% | -3.00% | -0.92% | -3.31% | -0.51% | -2.46% | -2.51% | -4.55% | -2.63% | -3.00% | -2.83% | |
Max Decline | -10.81% | -11.93% | -6.65% | -9.29% | -4.50% | -15.11% | -13.35% | -15.60% | -7.88% | -9.85% | -8.11% | |
Avg Days to Max Decline | 12 | 5 | 12 | 10 | 6 | 9 | 5 | 10 | 6 | 7 | 4 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | No | 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.