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ScenarioSM Study for April Platinum(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 | Feb | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 32 | 32 | 32 | 33 | 38 | 39 | 41 | 41 | 41 | 41 | 41 |
Closed Higher | 18 | 12 | 16 | 13 | 18 | 16 | 24 | 20 | 24 | 25 | 17 |
Exceeded High | 14 | 11 | 8 | 9 | 15 | 13 | 19 | 17 | 23 | 19 | 12 |
Scenario Percentage | 78% | 92% | 50% | 69% | 83% | 81% | 79% | 85% | 96% | 76% | 71% |
Avg Max Increase | 7.90% | 10.61% | 10.68% | 14.79% | 8.87% | 9.58% | 13.77% | 21.02% | 11.95% | 10.92% | 12.08% |
Max Increase | 19.15% | 44.15% | 45.59% | 42.20% | 34.53% | 14.05% | 78.46% | 77.88% | 51.68% | 72.01% | 61.16% |
Avg Days To Max Increase | 18 | 17 | 13 | 14 | 15 | 19 | 19 | 19 | 15 | 13 | 16 |
Avg Max Decline | -2.46% | -2.54% | -2.28% | -0.61% | -2.32% | -2.17% | -2.67% | -2.85% | -2.44% | -2.50% | -1.51% |
Max Decline | -7.97% | -11.01% | -7.19% | -2.57% | -8.59% | -9.88% | -11.07% | -8.21% | -8.76% | -9.84% | -6.36% |
Avg Days to Max Decline | 8 | 7 | 7 | 7 | 6 | 7 | 10 | 13 | 5 | 6 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | 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.