|
ScenarioSM Study for September Palladium(NYMEX) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 21 | 27 | 30 | 34 | 36 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 12 | 16 | 16 | 25 | 19 | 26 | 20 | 15 | 16 | 26 | 15 | |
Exceeded High | 8 | 13 | 14 | 23 | 13 | 18 | 13 | 10 | 15 | 24 | 13 | |
Scenario Percentage | 67% | 81% | 88% | 92% | 68% | 69% | 65% | 67% | 94% | 92% | 87% | |
Avg Max Increase | 8.78% | 17.67% | 21.32% | 14.36% | 12.23% | 13.36% | 14.20% | 9.87% | 15.91% | 10.47% | 9.90% | |
Max Increase | 23.93% | 84.24% | 65.00% | 52.21% | 31.84% | 54.33% | 44.61% | 19.33% | 32.57% | 34.45% | 19.96% | |
Avg Days To Max Increase | 15 | 20 | 16 | 17 | 16 | 20 | 16 | 15 | 17 | 11 | 11 | |
Avg Max Decline | -2.81% | -4.77% | -2.01% | -2.08% | -1.98% | -1.83% | -4.58% | -5.09% | -3.09% | -3.12% | -1.12% | |
Max Decline | -12.27% | -15.27% | -7.91% | -8.23% | -6.67% | -5.58% | -11.94% | -16.18% | -17.10% | -10.44% | -6.07% | |
Avg Days to Max Decline | 5 | 15 | 7 | 9 | 4 | 6 | 13 | 8 | 9 | 9 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | 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.