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ScenarioSM Study for April Platinum(NYMEX) as of Jan 01, 2008 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 32 | 32 | 32 | 33 | 36 | 37 | 39 | 39 | 39 | 39 | 39 |
Closed Higher | 18 | 12 | 16 | 13 | 17 | 15 | 23 | 18 | 22 | 23 | 16 |
Exceeded High | 14 | 11 | 8 | 9 | 14 | 12 | 18 | 15 | 21 | 17 | 11 |
Scenario Percentage | 78% | 92% | 50% | 69% | 82% | 80% | 78% | 83% | 95% | 74% | 69% |
Avg Max Increase | 7.90% | 10.61% | 10.68% | 14.79% | 9.05% | 9.83% | 13.77% | 19.55% | 10.68% | 8.03% | 7.86% |
Max Increase | 19.15% | 44.15% | 45.59% | 42.20% | 34.53% | 14.05% | 78.46% | 77.88% | 51.68% | 22.55% | 14.83% |
Avg Days To Max Increase | 18 | 17 | 13 | 14 | 15 | 18 | 19 | 18 | 15 | 14 | 16 |
Avg Max Decline | -2.46% | -2.54% | -2.28% | -0.61% | -2.27% | -2.03% | -2.20% | -2.91% | -2.46% | -2.50% | -1.63% |
Max Decline | -7.97% | -11.01% | -7.19% | -2.57% | -8.59% | -9.88% | -8.40% | -8.21% | -8.76% | -9.84% | -6.36% |
Avg Days to Max Decline | 8 | 7 | 7 | 7 | 7 | 7 | 11 | 12 | 6 | 6 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.