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| ScenarioSM Study for December Japanese Yen(CME) as of Dec 31, 2010 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 25 | 28 | 30 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
| Closed Higher | 8 | 15 | 13 | 15 | 13 | 15 | 14 | 19 | 19 | 17 | 16 | |
| Exceeded High | 6 | 11 | 9 | 11 | 12 | 10 | 12 | 15 | 17 | 13 | 6 | |
| Scenario Percentage | 75% | 73% | 69% | 73% | 92% | 67% | 86% | 79% | 89% | 76% | 38% | |
| Avg Max Increase | 5.29% | 6.49% | 4.74% | 4.50% | 4.86% | 4.54% | 4.92% | 6.17% | 6.88% | 3.76% | 3.18% | |
| Max Increase | 9.98% | 19.83% | 10.37% | 9.71% | 15.49% | 10.93% | 9.83% | 22.99% | 19.82% | 11.98% | 8.50% | |
| Avg Days To Max Increase | 18 | 16 | 19 | 14 | 17 | 15 | 19 | 16 | 18 | 13 | 7 | |
| Avg Max Decline | -1.65% | -0.45% | -1.16% | -0.79% | -1.41% | -1.02% | -1.45% | -1.11% | -0.60% | -0.84% | -0.47% | |
| Max Decline | -5.83% | -2.89% | -3.18% | -3.93% | -3.98% | -2.69% | -3.75% | -3.55% | -3.05% | -2.57% | -1.02% | |
| Avg Days to Max Decline | 13 | 6 | 4 | 8 | 7 | 9 | 11 | 11 | 8 | 4 | 1 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | 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.
