|
ScenarioSM Study for March British Pound(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 25 | 27 | 32 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 17 | 9 | 17 | 22 | 18 | 23 | 21 | 16 | 23 | 16 | 20 | |
Exceeded High | 11 | 7 | 13 | 16 | 13 | 18 | 16 | 14 | 16 | 10 | 11 | |
Scenario Percentage | 65% | 78% | 76% | 73% | 72% | 78% | 76% | 88% | 70% | 63% | 55% | |
Avg Max Increase | 3.52% | 5.38% | 3.25% | 2.90% | 4.42% | 4.92% | 4.02% | 3.78% | 3.10% | 2.96% | 1.90% | |
Max Increase | 12.74% | 12.78% | 11.10% | 6.15% | 9.32% | 13.69% | 9.95% | 8.88% | 7.68% | 6.15% | 5.08% | |
Avg Days To Max Increase | 22 | 23 | 18 | 16 | 16 | 16 | 15 | 19 | 16 | 9 | 8 | |
Avg Max Decline | -0.86% | -1.31% | -0.86% | -1.47% | -0.57% | -0.70% | -0.85% | -1.35% | -0.54% | -0.71% | -0.38% | |
Max Decline | -3.17% | -2.83% | -2.84% | -8.60% | -2.75% | -3.41% | -2.53% | -4.03% | -1.88% | -2.61% | -1.03% | |
Avg Days to Max Decline | 11 | 9 | 10 | 7 | 9 | 9 | 6 | 11 | 5 | 7 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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