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| ScenarioSM Study for March British Pound(CME) as of Jan 01, 2008 | |||||||||||
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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 |
| Tested Years | 18 | 20 | 25 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
| Closed Higher | 10 | 8 | 11 | 16 | 16 | 19 | 17 | 15 | 20 | 13 | 16 |
| Exceeded High | 7 | 6 | 8 | 11 | 11 | 15 | 13 | 13 | 13 | 7 | 8 |
| Scenario Percentage | 70% | 75% | 73% | 69% | 69% | 79% | 76% | 87% | 65% | 54% | 50% |
| Avg Max Increase | 3.42% | 5.67% | 3.37% | 2.90% | 4.54% | 5.34% | 4.49% | 3.92% | 3.30% | 3.34% | 2.18% |
| Max Increase | 5.68% | 12.78% | 11.10% | 5.71% | 9.32% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 5.08% |
| Avg Days To Max Increase | 19 | 21 | 20 | 17 | 16 | 17 | 17 | 19 | 17 | 11 | 9 |
| Avg Max Decline | -0.29% | -1.35% | -0.71% | -1.81% | -0.67% | -0.61% | -0.91% | -1.39% | -0.42% | -0.49% | -0.36% |
| Max Decline | -1.76% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.53% | -4.03% | -1.29% | -1.90% | -1.03% |
| Avg Days to Max Decline | 7 | 9 | 12 | 9 | 10 | 6 | 7 | 10 | 3 | 4 | 2 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | No | Yes | No | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
