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ScenarioSM Study for March British Pound(CME) as of Dec 31, 2010 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 21 | 23 | 28 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 13 | 9 | 14 | 18 | 16 | 20 | 19 | 15 | 20 | 14 | 17 | |
Exceeded High | 10 | 7 | 11 | 12 | 11 | 16 | 15 | 13 | 13 | 8 | 9 | |
Scenario Percentage | 77% | 78% | 79% | 67% | 69% | 80% | 79% | 87% | 65% | 57% | 53% | |
Avg Max Increase | 3.76% | 5.38% | 3.11% | 2.82% | 4.54% | 5.23% | 4.17% | 3.92% | 3.30% | 3.26% | 2.21% | |
Max Increase | 12.74% | 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 | 22 | 23 | 18 | 16 | 16 | 17 | 16 | 19 | 17 | 11 | 10 | |
Avg Max Decline | -0.62% | -1.31% | -0.88% | -1.66% | -0.67% | -0.63% | -0.88% | -1.39% | -0.42% | -0.76% | -0.43% | |
Max Decline | -2.57% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.53% | -4.03% | -1.29% | -2.61% | -1.03% | |
Avg Days to Max Decline | 10 | 9 | 10 | 9 | 10 | 7 | 6 | 10 | 3 | 6 | 2 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.