|
ScenarioSM Study for June Swiss Franc(CME) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 31 | 33 | 37 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | 42 | |
Closed Higher | 11 | 19 | 24 | 21 | 18 | 23 | 15 | 21 | 21 | 20 | 17 | |
Exceeded High | 10 | 17 | 22 | 12 | 14 | 18 | 12 | 15 | 17 | 16 | 10 | |
Scenario Percentage | 91% | 89% | 92% | 57% | 78% | 78% | 80% | 71% | 81% | 80% | 59% | |
Avg Max Increase | 6.46% | 5.35% | 3.80% | 5.33% | 5.44% | 3.87% | 5.32% | 4.18% | 4.29% | 2.73% | 1.86% | |
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 | 21 | 17 | 18 | 22 | 17 | 15 | 20 | 20 | 17 | 9 | 7 | |
Avg Max Decline | -0.98% | -1.01% | -1.01% | -0.40% | -1.15% | -1.69% | -1.16% | -1.62% | -1.52% | -1.32% | -0.41% | |
Max Decline | -2.35% | -4.88% | -4.15% | -1.86% | -4.07% | -4.46% | -3.00% | -7.31% | -3.91% | -5.56% | -1.20% | |
Avg Days to Max Decline | 11 | 10 | 11 | 3 | 8 | 8 | 12 | 10 | 9 | 5 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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