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ScenarioSM Study for October Platinum(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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
Tested Years | 35 | 35 | 37 | 40 | 42 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 16 | 20 | 26 | 20 | 15 | 28 | 17 | 24 | 21 | 19 | |
Exceeded High | 13 | 13 | 20 | 18 | 16 | 12 | 21 | 15 | 16 | 14 | 13 | |
Scenario Percentage | 81% | 81% | 100% | 69% | 80% | 80% | 75% | 88% | 67% | 67% | 68% | |
Avg Max Increase | 13.70% | 18.89% | 10.90% | 7.65% | 10.07% | 8.64% | 11.30% | 11.17% | 9.40% | 14.04% | 7.01% | |
Max Increase | 76.31% | 76.37% | 50.37% | 15.64% | 24.60% | 20.94% | 45.70% | 44.96% | 45.94% | 64.59% | 23.17% | |
Avg Days To Max Increase | 16 | 16 | 15 | 13 | 20 | 16 | 17 | 17 | 14 | 12 | 14 | |
Avg Max Decline | -1.72% | -2.30% | -1.82% | -1.64% | -2.11% | -2.28% | -1.86% | -3.01% | -2.51% | -1.55% | -0.61% | |
Max Decline | -8.30% | -8.57% | -7.25% | -7.72% | -10.63% | -6.25% | -8.62% | -9.50% | -6.70% | -5.53% | -3.24% | |
Avg Days to Max Decline | 8 | 11 | 6 | 5 | 8 | 5 | 9 | 9 | 9 | 5 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.