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ScenarioSM Study for December Palladium(NYMEX) as of Jan 01, 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 | Feb | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 26 | 27 | 27 | 29 | 31 | 31 | 32 | 33 | 33 | 33 | 33 |
Closed Higher | 20 | 13 | 18 | 11 | 13 | 12 | 18 | 12 | 16 | 17 | 15 |
Exceeded High | 17 | 8 | 13 | 8 | 8 | 11 | 15 | 10 | 14 | 12 | 12 |
Scenario Percentage | 85% | 62% | 72% | 73% | 62% | 92% | 83% | 83% | 88% | 71% | 80% |
Avg Max Increase | 17.90% | 11.44% | 10.27% | 17.02% | 10.42% | 13.81% | 12.34% | 14.08% | 14.00% | 20.06% | 15.36% |
Max Increase | 53.95% | 27.65% | 25.15% | 34.77% | 18.77% | 32.52% | 33.42% | 41.40% | 35.19% | 50.48% | 22.29% |
Avg Days To Max Increase | 16 | 16 | 18 | 19 | 18 | 17 | 14 | 13 | 14 | 12 | 14 |
Avg Max Decline | -1.66% | -3.13% | -1.42% | -2.76% | -5.69% | -1.48% | -2.79% | -1.53% | -2.33% | -1.07% | -0.13% |
Max Decline | -8.33% | -11.25% | -5.29% | -6.41% | -14.96% | -10.16% | -9.56% | -4.49% | -6.33% | -3.15% | -3.52% |
Avg Days to Max Decline | 7 | 7 | 3 | 15 | 13 | 6 | 12 | 3 | 9 | 1 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | 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.