|
ScenarioSM Study for June Australian Dollar(CME) as of Dec 30, 2011 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 13 | 13 | 14 | 19 | 21 | 21 | 23 | 25 | 25 | 25 | 25 | |
Closed Higher | 5 | 5 | 8 | 13 | 12 | 11 | 9 | 17 | 14 | 18 | 10 | |
Exceeded High | 5 | 4 | 7 | 11 | 10 | 8 | 7 | 15 | 11 | 15 | 8 | |
Scenario Percentage | 100% | 80% | 88% | 85% | 83% | 73% | 78% | 88% | 79% | 83% | 80% | |
Avg Max Increase | 4.58% | 7.30% | 6.11% | 4.15% | 3.56% | 2.89% | 4.12% | 5.16% | 5.95% | 4.29% | 1.72% | |
Max Increase | 8.04% | 10.62% | 9.22% | 7.04% | 8.54% | 7.74% | 6.06% | 15.17% | 15.68% | 13.56% | 3.48% | |
Avg Days To Max Increase | 24 | 27 | 16 | 21 | 16 | 20 | 16 | 21 | 19 | 8 | 4 | |
Avg Max Decline | -2.92% | -1.82% | -0.70% | -0.61% | -1.10% | -1.66% | -0.37% | -1.53% | -0.83% | -0.65% | -0.30% | |
Max Decline | -8.29% | -2.11% | -1.95% | -1.58% | -4.15% | -3.97% | -1.05% | -5.42% | -1.83% | -1.99% | -1.19% | |
Avg Days to Max Decline | 24 | 4 | 6 | 7 | 7 | 12 | 4 | 9 | 6 | 4 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |