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ScenarioSM Study for March Australian Dollar(CME) as of Aug 18, 2023 | ||||||||||||
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Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 24 | 24 | 25 | 33 | 33 | 34 | 36 | 36 | 36 | 36 | 37 | |
Closed Higher | 16 | 9 | 17 | 16 | 12 | 18 | 22 | 19 | 20 | 16 | 24 | |
Exceeded High | 13 | 8 | 14 | 14 | 11 | 15 | 17 | 15 | 15 | 12 | 15 | |
Scenario Percentage | 81% | 89% | 82% | 88% | 92% | 83% | 77% | 79% | 75% | 75% | 63% | |
Avg Max Increase | 4.16% | 3.44% | 3.75% | 3.21% | 4.01% | 4.28% | 4.08% | 3.55% | 3.71% | 2.96% | 2.11% | |
Max Increase | 12.44% | 8.53% | 9.04% | 8.38% | 10.90% | 9.77% | 8.20% | 8.64% | 9.59% | 6.19% | 6.49% | |
Avg Days To Max Increase | 17 | 11 | 15 | 15 | 16 | 16 | 17 | 13 | 19 | 11 | 8 | |
Avg Max Decline | -0.84% | -0.45% | -0.69% | -1.83% | -0.89% | -1.19% | -1.02% | -0.88% | -1.59% | -0.47% | -0.24% | |
Max Decline | -3.75% | -3.04% | -4.08% | -8.21% | -2.10% | -2.89% | -2.40% | -4.07% | -4.04% | -1.04% | -1.91% | |
Avg Days to Max Decline | 6 | 7 | 6 | 15 | 4 | 9 | 8 | 8 | 10 | 3 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Yes |
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