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ScenarioSM Study for June Australian Dollar(CME) as of Jan 01, 2009 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 10 | 10 | 11 | 16 | 18 | 18 | 20 | 22 | 22 | 22 | 22 | |
Closed Higher | 3 | 4 | 6 | 11 | 11 | 9 | 9 | 14 | 11 | 15 | 9 | |
Exceeded High | 3 | 3 | 5 | 9 | 9 | 7 | 7 | 12 | 8 | 13 | 7 | |
Scenario Percentage | 100% | 75% | 83% | 82% | 82% | 78% | 78% | 86% | 73% | 87% | 78% | |
Avg Max Increase | 3.00% | 6.19% | 6.21% | 3.98% | 3.69% | 3.25% | 4.12% | 4.06% | 5.11% | 3.88% | 1.47% | |
Max Increase | 4.67% | 9.57% | 9.22% | 7.04% | 8.54% | 7.74% | 6.06% | 9.06% | 9.60% | 7.62% | 2.62% | |
Avg Days To Max Increase | 21 | 29 | 19 | 20 | 16 | 18 | 16 | 21 | 21 | 9 | 5 | |
Avg Max Decline | -3.69% | -1.83% | -0.59% | -0.57% | -0.77% | -1.33% | -0.37% | -1.32% | -0.84% | -0.66% | -0.24% | |
Max Decline | -8.29% | -2.11% | -1.52% | -1.58% | -3.20% | -3.73% | -1.05% | -5.42% | -1.83% | -1.99% | -1.19% | |
Avg Days to Max Decline | 27 | 5 | 7 | 6 | 6 | 12 | 4 | 10 | 8 | 4 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | No | Yes | Yes | Yes | Yes |
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