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| ScenarioSM Study for March British Pound(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 28 | 30 | 35 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
| Closed Higher | 20 | 9 | 19 | 23 | 18 | 23 | 22 | 17 | 23 | 17 | 21 | |
| Exceeded High | 14 | 7 | 14 | 17 | 13 | 18 | 16 | 15 | 16 | 11 | 11 | |
| Scenario Percentage | 70% | 78% | 74% | 74% | 72% | 78% | 73% | 88% | 70% | 65% | 52% | |
| Avg Max Increase | 3.23% | 5.38% | 3.04% | 2.82% | 4.42% | 4.92% | 4.02% | 3.67% | 3.10% | 2.77% | 1.87% | |
| Max Increase | 12.74% | 12.78% | 11.10% | 6.15% | 9.32% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 4.83% | |
| Avg Days To Max Increase | 22 | 23 | 17 | 16 | 16 | 16 | 15 | 19 | 16 | 8 | 8 | |
| Avg Max Decline | -1.14% | -1.31% | -0.80% | -1.54% | -0.57% | -0.70% | -0.85% | -1.26% | -0.54% | -0.70% | -0.38% | |
| Max Decline | -4.00% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.53% | -4.03% | -1.88% | -2.61% | -1.03% | |
| Avg Days to Max Decline | 15 | 9 | 9 | 8 | 9 | 9 | 6 | 10 | 5 | 7 | 2 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | Yes | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
