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ScenarioSM Study for June US Dollar Index(ICE) as of Nov 09, 2020 | ||||||||||||
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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 | 32 | 34 | 34 | 34 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 16 | 16 | 15 | 14 | 20 | 13 | 19 | 17 | 18 | 11 | 22 | |
Exceeded High | 10 | 10 | 14 | 12 | 14 | 12 | 14 | 16 | 15 | 9 | 14 | |
Scenario Percentage | 63% | 63% | 93% | 86% | 70% | 92% | 74% | 94% | 83% | 82% | 64% | |
Avg Max Increase | 3.19% | 3.65% | 3.64% | 2.74% | 2.89% | 3.26% | 3.54% | 3.51% | 3.54% | 3.34% | 1.46% | |
Max Increase | 9.23% | 13.23% | 12.46% | 5.46% | 8.65% | 8.79% | 7.35% | 11.75% | 7.79% | 8.31% | 3.26% | |
Avg Days To Max Increase | 17 | 22 | 15 | 17 | 16 | 14 | 17 | 17 | 20 | 17 | 9 | |
Avg Max Decline | -0.38% | -0.87% | -0.64% | -0.57% | -1.17% | -0.62% | -1.52% | -0.74% | -1.18% | -0.68% | -0.64% | |
Max Decline | -1.21% | -2.26% | -2.60% | -2.54% | -2.70% | -3.15% | -2.98% | -3.33% | -3.17% | -1.69% | -2.01% | |
Avg Days to Max Decline | 3 | 9 | 7 | 7 | 12 | 5 | 10 | 12 | 14 | 6 | 4 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | Yes | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.