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ScenarioSM Study for September Australian Dollar(CME) as of Jan 01, 2018 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 20 | 20 | 25 | 26 | 28 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 14 | 10 | 9 | 11 | 19 | 15 | 21 | 11 | 19 | 16 | 14 | |
Exceeded High | 10 | 8 | 8 | 8 | 18 | 13 | 18 | 11 | 16 | 13 | 9 | |
Scenario Percentage | 71% | 80% | 89% | 73% | 95% | 87% | 86% | 100% | 84% | 81% | 64% | |
Avg Max Increase | 3.67% | 3.78% | 2.92% | 3.89% | 5.07% | 5.20% | 4.27% | 2.99% | 3.88% | 2.64% | 1.96% | |
Max Increase | 6.89% | 8.30% | 6.67% | 5.86% | 14.85% | 15.44% | 13.38% | 6.14% | 9.66% | 5.75% | 2.99% | |
Avg Days To Max Increase | 19 | 11 | 13 | 16 | 19 | 17 | 18 | 13 | 15 | 12 | 11 | |
Avg Max Decline | -0.63% | -0.77% | -0.79% | -0.28% | -1.33% | -0.85% | -0.83% | -1.06% | -1.12% | -1.47% | -0.83% | |
Max Decline | -2.13% | -3.83% | -3.36% | -1.09% | -5.29% | -2.34% | -4.12% | -3.37% | -4.56% | -2.99% | -2.28% | |
Avg Days to Max Decline | 7 | 11 | 9 | 8 | 10 | 4 | 5 | 9 | 6 | 14 | 3 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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