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ScenarioSM Study for September Canadian Dollar(CME) as of Jan 01, 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 27 | 30 | 31 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
Closed Higher | 13 | 12 | 15 | 11 | 14 | 18 | 21 | 17 | 22 | 14 | 19 |
Exceeded High | 9 | 11 | 14 | 10 | 13 | 14 | 18 | 11 | 14 | 10 | 14 |
Scenario Percentage | 69% | 92% | 93% | 91% | 93% | 78% | 86% | 65% | 64% | 71% | 74% |
Avg Max Increase | 2.23% | 1.90% | 2.04% | 2.21% | 2.42% | 3.79% | 2.63% | 2.29% | 2.03% | 2.11% | 1.09% |
Max Increase | 4.18% | 4.76% | 5.24% | 4.27% | 5.66% | 15.45% | 10.55% | 4.69% | 3.75% | 4.25% | 2.55% |
Avg Days To Max Increase | 16 | 19 | 17 | 16 | 20 | 17 | 17 | 18 | 21 | 13 | 8 |
Avg Max Decline | -0.41% | -0.90% | -0.74% | -0.68% | -0.81% | -0.51% | -0.58% | -1.25% | -0.49% | -0.24% | -0.35% |
Max Decline | -2.20% | -3.09% | -4.64% | -1.99% | -3.50% | -1.45% | -2.37% | -6.76% | -1.71% | -0.69% | -0.87% |
Avg Days to Max Decline | 4 | 13 | 11 | 8 | 8 | 5 | 7 | 12 | 9 | 6 | 3 |
2009 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.