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ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2010 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 12 | 12 | 12 | 19 | 20 | 21 | 22 | 23 | 23 | 23 | 23 |
Closed Higher | 5 | 8 | 5 | 13 | 8 | 10 | 10 | 13 | 12 | 14 | 14 |
Exceeded High | 4 | 7 | 5 | 12 | 7 | 8 | 10 | 12 | 11 | 13 | 9 |
Scenario Percentage | 80% | 88% | 100% | 92% | 88% | 80% | 100% | 92% | 92% | 93% | 64% |
Avg Max Increase | 4.80% | 5.20% | 6.72% | 4.46% | 2.65% | 3.05% | 3.24% | 4.40% | 4.57% | 3.94% | 1.71% |
Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 5.02% | 5.82% | 6.44% | 11.04% | 9.75% | 8.12% | 4.11% |
Avg Days To Max Increase | 14 | 21 | 20 | 18 | 15 | 18 | 19 | 18 | 14 | 11 | 9 |
Avg Max Decline | -0.33% | -1.85% | -0.76% | -0.71% | -1.13% | -1.38% | -1.92% | -1.27% | -1.10% | -0.70% | -0.45% |
Max Decline | -0.84% | -5.28% | -1.76% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.25% |
Avg Days to Max Decline | 3 | 11 | 4 | 5 | 13 | 8 | 14 | 7 | 9 | 3 | 3 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.