|
ScenarioSM Study for December Japanese Yen(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 31 | 34 | 36 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 11 | 18 | 14 | 20 | 15 | 20 | 18 | 21 | 22 | 17 | 17 | |
Exceeded High | 7 | 13 | 10 | 15 | 13 | 13 | 16 | 16 | 18 | 13 | 7 | |
Scenario Percentage | 64% | 72% | 71% | 75% | 87% | 65% | 89% | 76% | 82% | 76% | 41% | |
Avg Max Increase | 4.74% | 6.29% | 4.91% | 4.16% | 4.55% | 4.34% | 4.13% | 5.87% | 6.58% | 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 | 17 | 18 | 14 | 15 | 15 | 18 | 17 | 17 | 12 | 9 | |
Avg Max Decline | -1.42% | -0.54% | -0.98% | -1.05% | -1.30% | -1.16% | -1.64% | -1.27% | -0.59% | -0.84% | -0.39% | |
Max Decline | -5.83% | -2.89% | -3.18% | -4.12% | -3.98% | -2.69% | -3.94% | -3.76% | -3.05% | -2.57% | -1.02% | |
Avg Days to Max Decline | 12 | 7 | 6 | 10 | 6 | 11 | 10 | 14 | 8 | 4 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes | No |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.