|
ScenarioSM Study for September British Pound(CME) as of Jan 01, 2019 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 28 | 30 | 33 | 43 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 13 | 10 | 18 | 17 | 21 | 22 | 28 | 14 | 26 | 23 | 19 | |
Exceeded High | 9 | 9 | 11 | 12 | 15 | 19 | 20 | 12 | 21 | 16 | 13 | |
Scenario Percentage | 69% | 90% | 61% | 71% | 71% | 86% | 71% | 86% | 81% | 70% | 68% | |
Avg Max Increase | 3.13% | 4.16% | 3.35% | 2.81% | 3.77% | 3.66% | 3.76% | 6.44% | 3.89% | 3.15% | 2.43% | |
Max Increase | 6.62% | 9.04% | 7.13% | 8.91% | 9.44% | 12.83% | 12.95% | 12.65% | 13.11% | 10.35% | 7.99% | |
Avg Days To Max Increase | 14 | 17 | 18 | 15 | 18 | 18 | 23 | 22 | 17 | 11 | 10 | |
Avg Max Decline | -0.66% | -1.00% | -0.38% | -0.78% | -0.94% | -1.24% | -1.46% | -1.42% | -0.72% | -1.21% | -0.30% | |
Max Decline | -2.44% | -2.87% | -1.75% | -3.13% | -2.55% | -4.48% | -9.39% | -3.02% | -3.08% | -3.63% | -1.60% | |
Avg Days to Max Decline | 7 | 10 | 6 | 9 | 8 | 6 | 12 | 7 | 9 | 7 | 4 | |
2018 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | Yes |
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