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ScenarioSM Study for June Palladium(NYMEX) as of Jan 01, 2013 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 21 | 22 | 23 | 28 | 30 | 34 | 33 | 36 | 36 | 36 | 36 | |
Closed Higher | 13 | 9 | 13 | 15 | 16 | 20 | 29 | 19 | 22 | 15 | 10 | |
Exceeded High | 11 | 7 | 11 | 11 | 14 | 18 | 25 | 12 | 16 | 10 | 7 | |
Scenario Percentage | 85% | 78% | 85% | 73% | 88% | 90% | 86% | 63% | 73% | 67% | 70% | |
Avg Max Increase | 12.24% | 16.58% | 13.65% | 13.19% | 20.79% | 27.60% | 18.34% | 14.05% | 14.29% | 13.56% | 11.34% | |
Max Increase | 32.70% | 41.80% | 33.20% | 31.52% | 85.88% | 84.79% | 71.54% | 32.24% | 62.28% | 44.05% | 30.55% | |
Avg Days To Max Increase | 14 | 12 | 13 | 15 | 18 | 17 | 18 | 16 | 17 | 12 | 16 | |
Avg Max Decline | -2.23% | 0.22% | -1.59% | -2.08% | -3.60% | -1.85% | -2.83% | -3.61% | -2.29% | -4.36% | -2.92% | |
Max Decline | -8.08% | -4.49% | -5.63% | -12.27% | -11.74% | -7.40% | -9.69% | -8.62% | -6.59% | -12.17% | -9.86% | |
Avg Days to Max Decline | 8 | 4 | 7 | 5 | 8 | 8 | 7 | 8 | 5 | 10 | 4 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.