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ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2015 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 17 | 17 | 17 | 24 | 25 | 26 | 27 | 28 | 28 | 28 | 28 | |
Closed Higher | 7 | 12 | 9 | 17 | 9 | 14 | 13 | 14 | 15 | 19 | 15 | |
Exceeded High | 5 | 11 | 9 | 13 | 8 | 12 | 12 | 13 | 13 | 15 | 10 | |
Scenario Percentage | 71% | 92% | 100% | 76% | 89% | 86% | 92% | 93% | 87% | 79% | 67% | |
Avg Max Increase | 4.16% | 5.08% | 5.02% | 4.27% | 2.61% | 3.52% | 3.53% | 4.12% | 4.68% | 3.86% | 1.73% | |
Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 5.02% | 9.61% | 8.52% | 11.04% | 9.75% | 8.12% | 4.11% | |
Avg Days To Max Increase | 11 | 18 | 15 | 18 | 13 | 15 | 19 | 17 | 14 | 11 | 10 | |
Avg Max Decline | -0.27% | -1.49% | -0.55% | -0.71% | -1.07% | -1.29% | -2.07% | -1.23% | -1.06% | -0.65% | -0.43% | |
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 | 2 | 9 | 3 | 6 | 12 | 7 | 17 | 7 | 8 | 4 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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