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ScenarioSM Study for April Platinum(NYMEX) as of Dec 30, 2016 | ||||||||||||
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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 | 12 | 19 | 16 | 20 | 19 | 24 | 22 | 28 | 28 | 17 | |
Exceeded High | 14 | 12 | 11 | 10 | 17 | 14 | 20 | 20 | 26 | 20 | 13 | |
Scenario Percentage | 78% | 100% | 58% | 63% | 85% | 74% | 83% | 91% | 93% | 71% | 76% | |
Avg Max Increase | 7.72% | 10.11% | 9.66% | 14.47% | 8.71% | 9.19% | 13.66% | 19.39% | 11.32% | 11.30% | 11.64% | |
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 | 16 | 17 | 12 | 15 | 18 | 18 | 17 | 14 | 14 | 17 | |
Avg Max Decline | -2.56% | -1.72% | -2.68% | -0.56% | -1.72% | -2.20% | -3.06% | -2.89% | -2.14% | -2.10% | -1.57% | |
Max Decline | -7.97% | -7.77% | -7.19% | -2.57% | -8.59% | -9.88% | -11.07% | -9.16% | -8.76% | -9.84% | -6.36% | |
Avg Days to Max Decline | 7 | 8 | 8 | 3 | 5 | 6 | 12 | 12 | 5 | 5 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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.