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ScenarioSM Study for September Japanese Yen(CME) 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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 19 | 22 | 24 | 26 | 30 | 31 | 31 | 31 | 31 | 31 | 31 |
Closed Higher | 10 | 9 | 10 | 7 | 15 | 15 | 15 | 12 | 14 | 12 | 16 |
Exceeded High | 9 | 7 | 7 | 6 | 11 | 12 | 11 | 11 | 9 | 8 | 11 |
Scenario Percentage | 90% | 78% | 70% | 86% | 73% | 80% | 73% | 92% | 64% | 67% | 69% |
Avg Max Increase | 3.85% | 4.68% | 4.42% | 4.95% | 6.84% | 4.11% | 4.56% | 5.19% | 4.42% | 3.99% | 2.68% |
Max Increase | 13.76% | 8.66% | 13.24% | 9.90% | 19.60% | 10.41% | 10.48% | 15.22% | 10.40% | 7.20% | 8.13% |
Avg Days To Max Increase | 20 | 20 | 17 | 19 | 17 | 16 | 14 | 16 | 16 | 13 | 9 |
Avg Max Decline | -1.39% | -0.52% | -0.75% | -1.25% | -0.75% | -0.89% | -0.79% | -1.07% | -1.08% | -1.16% | -0.39% |
Max Decline | -6.14% | -1.36% | -2.73% | -6.03% | -3.10% | -3.16% | -3.91% | -4.06% | -2.72% | -3.38% | -2.67% |
Avg Days to Max Decline | 11 | 3 | 13 | 11 | 10 | 5 | 7 | 8 | 9 | 6 | 3 |
2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.