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ScenarioSM Study for April Platinum(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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 35 | 35 | 35 | 37 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 18 | 13 | 18 | 16 | 21 | 19 | 26 | 22 | 28 | 28 | 18 | |
Exceeded High | 14 | 12 | 10 | 11 | 18 | 16 | 21 | 19 | 26 | 20 | 13 | |
Scenario Percentage | 78% | 92% | 56% | 69% | 86% | 84% | 81% | 86% | 93% | 71% | 72% | |
Avg Max Increase | 7.90% | 10.32% | 9.79% | 14.17% | 8.87% | 9.28% | 13.38% | 19.73% | 11.24% | 8.58% | 8.00% | |
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 | 18 | 16 | 14 | 15 | 17 | 18 | 18 | 14 | 14 | 16 | |
Avg Max Decline | -2.46% | -2.71% | -2.94% | -0.54% | -2.04% | -1.99% | -2.92% | -2.75% | -2.19% | -2.38% | -1.35% | |
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 | 10 | 9 | 6 | 5 | 6 | 12 | 12 | 5 | 5 | 3 | |
2013 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.