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| ScenarioSM Study for September Japanese Yen(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 24 | 27 | 29 | 31 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
| Closed Higher | 12 | 13 | 13 | 11 | 18 | 16 | 18 | 15 | 16 | 16 | 19 | |
| Exceeded High | 11 | 10 | 8 | 8 | 14 | 12 | 14 | 14 | 11 | 12 | 13 | |
| Scenario Percentage | 92% | 77% | 62% | 73% | 78% | 75% | 78% | 93% | 69% | 75% | 68% | |
| Avg Max Increase | 4.27% | 4.72% | 3.96% | 5.28% | 6.50% | 4.11% | 4.27% | 4.79% | 4.68% | 3.60% | 2.57% | |
| Max Increase | 13.76% | 8.75% | 13.24% | 10.42% | 19.60% | 10.41% | 10.48% | 15.22% | 10.40% | 7.20% | 8.13% | |
| Avg Days To Max Increase | 18 | 21 | 15 | 16 | 16 | 16 | 13 | 16 | 17 | 13 | 9 | |
| Avg Max Decline | -1.25% | -0.75% | -0.84% | -1.39% | -0.66% | -0.89% | -0.82% | -1.30% | -1.09% | -1.57% | -0.48% | |
| Max Decline | -6.14% | -3.06% | -2.73% | -6.03% | -3.10% | -3.16% | -3.91% | -4.06% | -2.72% | -3.97% | -2.67% | |
| Avg Days to Max Decline | 9 | 7 | 15 | 12 | 9 | 5 | 7 | 7 | 9 | 7 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | No | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
