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ScenarioSM Study for October 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 36 | 36 | 38 | 41 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 16 | 22 | 27 | 20 | 15 | 27 | 17 | 25 | 20 | 18 | |
Exceeded High | 13 | 14 | 22 | 19 | 16 | 12 | 21 | 15 | 17 | 13 | 13 | |
Scenario Percentage | 81% | 88% | 100% | 70% | 80% | 80% | 78% | 88% | 68% | 65% | 72% | |
Avg Max Increase | 13.82% | 18.00% | 10.44% | 7.39% | 10.07% | 7.29% | 10.49% | 10.97% | 9.38% | 15.10% | 7.12% | |
Max Increase | 76.31% | 76.37% | 50.37% | 15.64% | 24.60% | 14.50% | 45.70% | 44.96% | 45.94% | 64.59% | 23.17% | |
Avg Days To Max Increase | 17 | 17 | 14 | 13 | 20 | 16 | 17 | 16 | 15 | 13 | 14 | |
Avg Max Decline | -2.17% | -1.97% | -1.63% | -1.53% | -2.11% | -2.04% | -1.96% | -2.37% | -2.41% | -1.60% | -0.61% | |
Max Decline | -8.30% | -8.57% | -7.25% | -7.72% | -10.63% | -6.25% | -8.62% | -8.19% | -6.70% | -5.53% | -3.24% | |
Avg Days to Max Decline | 10 | 10 | 5 | 5 | 8 | 4 | 9 | 6 | 9 | 5 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | 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.