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ScenarioSM Study for June Canadian Dollar(CME) as of Jan 01, 2015 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 33 | 34 | 35 | 37 | 37 | 37 | 37 | 38 | 38 | 38 | 38 | |
Closed Higher | 17 | 20 | 23 | 18 | 15 | 21 | 12 | 18 | 22 | 25 | 16 | |
Exceeded High | 13 | 16 | 15 | 12 | 14 | 17 | 11 | 16 | 17 | 19 | 8 | |
Scenario Percentage | 76% | 80% | 65% | 67% | 93% | 81% | 92% | 89% | 77% | 76% | 50% | |
Avg Max Increase | 2.49% | 2.99% | 3.03% | 2.05% | 1.96% | 2.11% | 2.13% | 2.73% | 3.60% | 2.30% | 1.30% | |
Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 5.92% | 15.65% | 10.60% | 2.82% | |
Avg Days To Max Increase | 20 | 21 | 15 | 15 | 19 | 19 | 15 | 21 | 18 | 11 | 8 | |
Avg Max Decline | -0.54% | -0.44% | -0.45% | -0.45% | -0.93% | -0.84% | -0.71% | -1.04% | -0.54% | -0.51% | -0.43% | |
Max Decline | -2.99% | -2.51% | -2.55% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.59% | -1.99% | -0.83% | |
Avg Days to Max Decline | 5 | 5 | 9 | 5 | 16 | 11 | 8 | 11 | 7 | 5 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | No | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.