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ScenarioSM Study for April Platinum(NYMEX) as of Jan 01, 2015 | ||||||||||||
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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 | 17 | 12 | 19 | 16 | 21 | 19 | 25 | 22 | 28 | 29 | 18 | |
Exceeded High | 13 | 11 | 11 | 11 | 18 | 15 | 20 | 19 | 27 | 21 | 13 | |
Scenario Percentage | 76% | 92% | 58% | 69% | 86% | 79% | 80% | 86% | 96% | 72% | 72% | |
Avg Max Increase | 7.97% | 10.81% | 9.66% | 14.17% | 8.87% | 9.12% | 13.66% | 19.95% | 11.13% | 8.31% | 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 | 17 | 17 | 14 | 15 | 17 | 18 | 18 | 14 | 13 | 16 | |
Avg Max Decline | -2.65% | -1.96% | -2.68% | -0.54% | -2.04% | -2.10% | -3.06% | -2.56% | -2.15% | -2.28% | -1.35% | |
Max Decline | -7.97% | -7.77% | -7.19% | -2.57% | -8.59% | -9.88% | -11.07% | -8.21% | -8.76% | -9.84% | -6.36% | |
Avg Days to Max Decline | 8 | 8 | 8 | 6 | 5 | 6 | 12 | 11 | 5 | 5 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.