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| ScenarioSM Study for December Japanese Yen(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 29 | 32 | 34 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 10 | 17 | 13 | 18 | 15 | 18 | 17 | 20 | 20 | 17 | 17 | |
| Exceeded High | 7 | 12 | 9 | 14 | 13 | 12 | 15 | 16 | 17 | 13 | 7 | |
| Scenario Percentage | 70% | 71% | 69% | 78% | 87% | 67% | 88% | 80% | 85% | 76% | 41% | |
| Avg Max Increase | 4.74% | 6.25% | 4.74% | 3.93% | 4.55% | 4.29% | 4.24% | 5.87% | 6.88% | 3.86% | 3.23% | |
| 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 | 16 | 16 | 19 | 13 | 15 | 15 | 18 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -1.42% | -0.54% | -1.16% | -0.83% | -1.30% | -1.06% | -1.69% | -1.27% | -0.60% | -0.84% | -0.39% | |
| Max Decline | -5.83% | -2.89% | -3.18% | -3.93% | -3.98% | -2.69% | -3.94% | -3.76% | -3.05% | -2.57% | -1.02% | |
| Avg Days to Max Decline | 12 | 6 | 4 | 8 | 6 | 8 | 10 | 14 | 8 | 4 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
