|
ScenarioSM Study for December Australian Dollar(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 19 | 19 | 19 | 26 | 27 | 28 | 29 | 30 | 30 | 30 | 30 | |
Closed Higher | 7 | 14 | 10 | 18 | 9 | 16 | 14 | 14 | 16 | 20 | 16 | |
Exceeded High | 5 | 13 | 10 | 14 | 8 | 13 | 13 | 13 | 14 | 16 | 11 | |
Scenario Percentage | 71% | 93% | 100% | 78% | 89% | 81% | 93% | 93% | 88% | 80% | 69% | |
Avg Max Increase | 4.16% | 5.30% | 4.71% | 4.16% | 2.61% | 3.59% | 3.42% | 4.12% | 4.46% | 3.86% | 1.78% | |
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 | 19 | 15 | 18 | 13 | 15 | 18 | 17 | 14 | 11 | 10 | |
Avg Max Decline | -0.27% | -1.46% | -0.71% | -0.74% | -1.07% | -1.22% | -2.02% | -1.23% | -1.13% | -0.71% | -0.40% | |
Max Decline | -0.84% | -5.28% | -2.13% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.25% | |
Avg Days to Max Decline | 2 | 8 | 4 | 5 | 12 | 7 | 16 | 7 | 8 | 4 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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 |