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ScenarioSM Study for July 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 | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
Tested Years | 31 | 34 | 35 | 35 | 35 | 38 | 39 | 39 | 40 | 40 | 40 |
Closed Higher | 13 | 15 | 12 | 18 | 16 | 22 | 23 | 19 | 15 | 26 | 14 |
Exceeded High | 10 | 11 | 9 | 13 | 14 | 21 | 16 | 14 | 12 | 18 | 9 |
Scenario Percentage | 77% | 73% | 75% | 72% | 88% | 95% | 70% | 74% | 80% | 69% | 64% |
Avg Max Increase | 13.28% | 9.77% | 8.56% | 15.98% | 19.58% | 10.91% | 7.36% | 10.55% | 10.64% | 10.75% | 5.31% |
Max Increase | 42.44% | 34.21% | 13.76% | 77.11% | 76.99% | 51.13% | 16.40% | 25.84% | 29.00% | 42.20% | 9.54% |
Avg Days To Max Increase | 12 | 14 | 19 | 23 | 16 | 16 | 13 | 20 | 20 | 9 | 10 |
Avg Max Decline | 0.00% | -2.15% | -2.05% | -2.27% | -3.07% | -2.37% | -2.51% | -2.90% | -2.90% | -1.30% | -1.06% |
Max Decline | -2.44% | -7.94% | -6.93% | -8.24% | -8.56% | -8.60% | -12.36% | -11.23% | -6.56% | -6.65% | -4.69% |
Avg Days to Max Decline | 7 | 7 | 12 | 12 | 11 | 6 | 6 | 10 | 4 | 6 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.