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ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2008 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 20 | 21 | 21 | 21 | 21 | 22 | 22 | 22 | 22 | 22 | 22 |
Closed Higher | 11 | 8 | 8 | 8 | 10 | 8 | 13 | 9 | 11 | 7 | 12 |
Exceeded High | 6 | 4 | 8 | 6 | 8 | 8 | 10 | 8 | 10 | 6 | 10 |
Scenario Percentage | 55% | 50% | 100% | 75% | 80% | 100% | 77% | 89% | 91% | 86% | 83% |
Avg Max Increase | 2.43% | 2.83% | 3.19% | 2.55% | 3.09% | 3.25% | 3.01% | 4.10% | 3.63% | 2.87% | 1.59% |
Max Increase | 6.70% | 5.64% | 10.46% | 5.33% | 6.34% | 8.79% | 6.44% | 11.75% | 7.13% | 5.84% | 3.39% |
Avg Days To Max Increase | 15 | 18 | 15 | 19 | 18 | 13 | 18 | 19 | 21 | 16 | 10 |
Avg Max Decline | -0.52% | -0.73% | -0.69% | -0.38% | -1.07% | -0.67% | -1.44% | -0.62% | -1.28% | -0.92% | -0.68% |
Max Decline | -1.21% | -1.38% | -2.35% | -1.22% | -2.70% | -3.15% | -2.98% | -1.04% | -3.17% | -1.69% | -2.01% |
Avg Days to Max Decline | 3 | 6 | 5 | 10 | 13 | 5 | 8 | 12 | 13 | 6 | 4 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.