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ScenarioSM Study for December Palladium(NYMEX) as of Jun 08, 2020 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 36 | 37 | 37 | 39 | 41 | 41 | 42 | 43 | 43 | 43 | 43 | |
Closed Higher | 26 | 20 | 23 | 20 | 16 | 16 | 25 | 17 | 24 | 24 | 22 | |
Exceeded High | 23 | 13 | 18 | 13 | 11 | 15 | 21 | 15 | 21 | 18 | 19 | |
Scenario Percentage | 88% | 65% | 78% | 65% | 69% | 94% | 84% | 88% | 88% | 75% | 86% | |
Avg Max Increase | 15.92% | 11.13% | 9.84% | 12.92% | 8.72% | 13.54% | 11.88% | 13.02% | 13.43% | 15.84% | 11.14% | |
Max Increase | 53.95% | 31.10% | 25.15% | 34.77% | 18.77% | 32.52% | 33.42% | 41.40% | 35.19% | 44.44% | 22.29% | |
Avg Days To Max Increase | 17 | 17 | 19 | 18 | 16 | 17 | 14 | 14 | 16 | 10 | 12 | |
Avg Max Decline | -1.64% | -2.27% | -1.39% | -4.02% | -4.54% | -1.28% | -3.13% | -1.78% | -3.11% | -2.35% | -0.49% | |
Max Decline | -8.33% | -11.25% | -5.29% | -11.27% | -14.96% | -10.16% | -9.56% | -4.49% | -15.38% | -13.14% | -3.52% | |
Avg Days to Max Decline | 9 | 8 | 4 | 12 | 12 | 7 | 10 | 4 | 8 | 5 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | 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.