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ScenarioSM Study for March Japanese Yen(CME) as of Jan 01, 2013 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 24 | 27 | 29 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
Closed Higher | 11 | 10 | 13 | 15 | 21 | 20 | 17 | 17 | 19 | 14 | 20 | |
Exceeded High | 7 | 8 | 9 | 13 | 17 | 17 | 14 | 13 | 14 | 10 | 13 | |
Scenario Percentage | 64% | 80% | 69% | 87% | 81% | 85% | 82% | 76% | 74% | 71% | 65% | |
Avg Max Increase | 3.88% | 3.86% | 4.08% | 4.60% | 5.93% | 6.88% | 4.60% | 4.87% | 3.77% | 4.75% | 3.21% | |
Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 10.77% | 9.86% | |
Avg Days To Max Increase | 17 | 19 | 16 | 19 | 19 | 18 | 18 | 20 | 14 | 11 | 9 | |
Avg Max Decline | -0.53% | -1.67% | -0.97% | -1.46% | -0.95% | -0.65% | -1.57% | -1.01% | -0.99% | -0.75% | -0.42% | |
Max Decline | -1.33% | -3.16% | -2.63% | -3.75% | -3.68% | -2.92% | -6.60% | -3.45% | -4.19% | -2.12% | -1.88% | |
Avg Days to Max Decline | 10 | 9 | 6 | 10 | 13 | 9 | 9 | 7 | 10 | 5 | 2 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | 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.