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ScenarioSM Study for March Palladium(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 26 | 27 | 28 | 34 | 35 | 36 | 37 | 38 | 39 | 39 | 40 | |
Closed Higher | 12 | 10 | 10 | 21 | 13 | 22 | 20 | 19 | 23 | 31 | 21 | |
Exceeded High | 7 | 8 | 9 | 18 | 11 | 19 | 15 | 17 | 20 | 25 | 13 | |
Scenario Percentage | 58% | 80% | 90% | 86% | 85% | 86% | 75% | 89% | 87% | 81% | 62% | |
Avg Max Increase | 11.46% | 8.26% | 11.64% | 10.77% | 13.61% | 14.90% | 13.42% | 20.86% | 24.66% | 17.78% | 8.70% | |
Max Increase | 34.24% | 18.37% | 27.79% | 32.84% | 43.03% | 35.66% | 32.67% | 86.19% | 85.89% | 72.27% | 26.13% | |
Avg Days To Max Increase | 16 | 14 | 21 | 16 | 15 | 15 | 16 | 20 | 17 | 17 | 18 | |
Avg Max Decline | -3.89% | -3.00% | -1.12% | -3.37% | -0.51% | -1.79% | -2.51% | -3.90% | -2.63% | -3.05% | -2.77% | |
Max Decline | -10.81% | -11.93% | -6.65% | -9.29% | -4.50% | -5.66% | -13.35% | -12.72% | -7.88% | -9.85% | -8.11% | |
Avg Days to Max Decline | 12 | 5 | 12 | 10 | 6 | 8 | 5 | 9 | 6 | 7 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | No | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.