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| ScenarioSM Study for June Swiss Franc(CME) as of Jan 01, 2014 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 27 | 29 | 33 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 9 | 18 | 22 | 21 | 18 | 21 | 13 | 19 | 19 | 17 | 16 | |
| Exceeded High | 8 | 17 | 20 | 12 | 14 | 16 | 11 | 13 | 15 | 13 | 9 | |
| Scenario Percentage | 89% | 94% | 91% | 57% | 78% | 76% | 85% | 68% | 79% | 76% | 56% | |
| Avg Max Increase | 7.64% | 5.35% | 4.06% | 5.33% | 5.44% | 4.06% | 5.76% | 4.39% | 4.55% | 2.83% | 2.00% | |
| Max Increase | 18.85% | 12.61% | 11.13% | 12.27% | 11.00% | 11.11% | 14.44% | 10.82% | 8.87% | 4.65% | 4.08% | |
| Avg Days To Max Increase | 20 | 17 | 18 | 22 | 17 | 14 | 19 | 21 | 17 | 10 | 7 | |
| Avg Max Decline | -0.75% | -1.01% | -0.91% | -0.40% | -1.15% | -1.56% | -1.00% | -1.68% | -1.51% | -1.37% | -0.40% | |
| Max Decline | -1.68% | -4.88% | -4.15% | -1.86% | -4.07% | -4.46% | -2.71% | -7.31% | -3.91% | -5.56% | -1.20% | |
| Avg Days to Max Decline | 8 | 10 | 10 | 3 | 8 | 6 | 10 | 11 | 6 | 5 | 1 | |
| 2013 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | 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.
