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ScenarioSM Study for June Canadian Dollar(CME) as of Sep 16, 2022 | ||||||||||||
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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 | 41 | 42 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 20 | 22 | 27 | 21 | 17 | 25 | 15 | 22 | 25 | 29 | 20 | |
Exceeded High | 16 | 17 | 17 | 13 | 16 | 20 | 12 | 20 | 20 | 22 | 12 | |
Scenario Percentage | 80% | 77% | 63% | 62% | 94% | 80% | 80% | 91% | 80% | 76% | 60% | |
Avg Max Increase | 2.43% | 2.82% | 2.82% | 2.02% | 2.11% | 2.10% | 1.99% | 3.13% | 3.53% | 2.37% | 1.46% | |
Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 8.25% | 15.65% | 10.60% | 3.51% | |
Avg Days To Max Increase | 18 | 19 | 15 | 16 | 19 | 19 | 13 | 22 | 17 | 9 | 7 | |
Avg Max Decline | -0.72% | -0.43% | -0.40% | -0.51% | -0.91% | -0.84% | -0.66% | -1.06% | -0.61% | -0.64% | -0.36% | |
Max Decline | -2.99% | -2.51% | -2.55% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.84% | -1.99% | -0.83% | |
Avg Days to Max Decline | 7 | 5 | 8 | 6 | 16 | 12 | 8 | 10 | 7 | 5 | 2 | |
2022 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.