|
ScenarioSM Study for January Platinum(NYMEX) as of Oct 20, 2019 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Tested Years | 38 | 38 | 40 | 41 | 44 | 44 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 23 | 14 | 13 | 24 | 14 | 24 | 21 | 20 | 21 | 23 | 18 | |
Exceeded High | 13 | 11 | 9 | 17 | 13 | 17 | 15 | 17 | 16 | 18 | 14 | |
Scenario Percentage | 57% | 79% | 69% | 71% | 93% | 71% | 71% | 85% | 76% | 78% | 78% | |
Avg Max Increase | 7.56% | 9.73% | 6.55% | 8.56% | 11.11% | 9.58% | 11.87% | 9.28% | 8.67% | 13.83% | 9.88% | |
Max Increase | 17.83% | 17.12% | 11.61% | 25.18% | 44.34% | 45.95% | 42.59% | 35.94% | 14.21% | 75.17% | 37.89% | |
Avg Days To Max Increase | 16 | 20 | 17 | 15 | 14 | 14 | 14 | 14 | 17 | 20 | 16 | |
Avg Max Decline | -1.46% | -2.67% | -1.57% | -1.68% | -2.01% | -1.82% | -1.45% | -2.16% | -2.26% | -3.95% | -1.15% | |
Max Decline | -6.01% | -11.64% | -5.69% | -8.35% | -8.04% | -6.01% | -5.21% | -8.91% | -9.77% | -11.25% | -5.16% | |
Avg Days to Max Decline | 5 | 9 | 4 | 8 | 5 | 11 | 5 | 8 | 6 | 12 | 4 | |
2019 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.