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ScenarioSM Study for April Platinum(NYMEX) as of Dec 30, 2011 | ||||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
Tested Years | 33 | 33 | 33 | 35 | 40 | 41 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 18 | 12 | 17 | 14 | 20 | 18 | 25 | 22 | 26 | 27 | 18 | |
Exceeded High | 14 | 11 | 9 | 10 | 17 | 15 | 20 | 19 | 24 | 20 | 13 | |
Scenario Percentage | 78% | 92% | 53% | 71% | 85% | 83% | 80% | 86% | 92% | 74% | 72% | |
Avg Max Increase | 7.90% | 10.61% | 10.04% | 14.36% | 9.18% | 9.62% | 13.74% | 19.73% | 11.61% | 11.06% | 11.67% | |
Max Increase | 19.15% | 44.15% | 45.59% | 42.20% | 34.53% | 14.05% | 78.46% | 77.88% | 51.68% | 72.01% | 61.16% | |
Avg Days To Max Increase | 18 | 17 | 15 | 15 | 16 | 17 | 19 | 18 | 14 | 14 | 17 | |
Avg Max Decline | -2.46% | -2.54% | -2.64% | -0.68% | -2.10% | -1.94% | -2.79% | -2.75% | -2.35% | -2.38% | -1.35% | |
Max Decline | -7.97% | -11.01% | -7.19% | -2.57% | -8.59% | -9.88% | -11.07% | -8.21% | -8.76% | -9.84% | -6.36% | |
Avg Days to Max Decline | 8 | 7 | 9 | 6 | 6 | 7 | 11 | 12 | 5 | 5 | 3 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.