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ScenarioSM Study for September Japanese Yen(CME) as of Jan 01, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 30 | 33 | 35 | 37 | 41 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 12 | 14 | 14 | 15 | 22 | 18 | 21 | 18 | 20 | 19 | 22 | |
Exceeded High | 11 | 11 | 9 | 11 | 17 | 14 | 16 | 16 | 12 | 15 | 14 | |
Scenario Percentage | 92% | 79% | 64% | 73% | 77% | 78% | 76% | 89% | 60% | 79% | 64% | |
Avg Max Increase | 4.27% | 4.60% | 4.42% | 4.51% | 6.05% | 4.19% | 4.32% | 4.36% | 4.71% | 3.35% | 2.56% | |
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 | 22 | 14 | 17 | 17 | 15 | 15 | 16 | 17 | 12 | 9 | |
Avg Max Decline | -1.25% | -0.77% | -0.89% | -1.36% | -0.77% | -0.78% | -1.05% | -1.28% | -1.20% | -1.51% | -0.48% | |
Max Decline | -6.14% | -3.06% | -2.73% | -6.03% | -3.10% | -3.16% | -4.26% | -4.06% | -2.72% | -3.97% | -2.67% | |
Avg Days to Max Decline | 9 | 8 | 16 | 13 | 8 | 5 | 8 | 6 | 12 | 6 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.