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ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 22 | 23 | 24 | 29 | 31 | 35 | 34 | 37 | 37 | 37 | 37 | |
Closed Higher | 14 | 10 | 14 | 15 | 17 | 21 | 30 | 19 | 23 | 15 | 11 | |
Exceeded High | 12 | 8 | 11 | 11 | 15 | 19 | 26 | 12 | 16 | 10 | 8 | |
Scenario Percentage | 86% | 80% | 79% | 73% | 88% | 90% | 87% | 63% | 70% | 67% | 73% | |
Avg Max Increase | 12.72% | 15.88% | 13.65% | 13.19% | 20.09% | 26.70% | 17.85% | 14.05% | 14.29% | 13.52% | 10.16% | |
Max Increase | 32.70% | 41.80% | 33.20% | 31.52% | 85.88% | 84.79% | 71.54% | 32.24% | 62.28% | 44.05% | 30.55% | |
Avg Days To Max Increase | 14 | 12 | 13 | 15 | 19 | 16 | 17 | 16 | 17 | 12 | 14 | |
Avg Max Decline | -2.36% | 0.43% | -1.59% | -2.08% | -3.59% | -2.04% | -2.91% | -3.61% | -2.29% | -4.36% | -2.60% | |
Max Decline | -8.08% | -4.49% | -5.63% | -12.27% | -11.74% | -7.40% | -9.69% | -8.62% | -6.59% | -12.17% | -9.86% | |
Avg Days to Max Decline | 7 | 4 | 7 | 5 | 10 | 8 | 8 | 8 | 5 | 10 | 4 | |
2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | No | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.