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| ScenarioSM Study for December British Pound(CME) as of Jan 01, 2007 | |||||||||||
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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 | 21 | 24 | 28 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 |
| Closed Higher | 8 | 11 | 15 | 15 | 13 | 17 | 16 | 15 | 17 | 17 | 15 |
| Exceeded High | 5 | 6 | 12 | 11 | 11 | 15 | 11 | 12 | 13 | 13 | 10 |
| Scenario Percentage | 62% | 55% | 80% | 73% | 85% | 88% | 69% | 80% | 76% | 76% | 67% |
| Avg Max Increase | 3.57% | 5.77% | 3.41% | 4.06% | 6.56% | 4.35% | 3.05% | 4.10% | 4.86% | 3.73% | 1.59% |
| Max Increase | 9.26% | 10.03% | 6.98% | 8.51% | 12.46% | 13.09% | 5.74% | 8.90% | 10.00% | 7.62% | 3.58% |
| Avg Days To Max Increase | 17 | 18 | 19 | 22 | 21 | 18 | 17 | 16 | 17 | 11 | 8 |
| Avg Max Decline | -1.33% | -0.60% | -1.42% | -0.53% | -1.34% | -0.48% | -1.87% | -0.81% | -0.72% | -0.81% | -0.60% |
| Max Decline | -3.15% | -2.48% | -4.69% | -1.88% | -3.08% | -3.03% | -8.29% | -2.69% | -3.28% | -2.30% | -2.54% |
| Avg Days to Max Decline | 6 | 6 | 7 | 7 | 7 | 8 | 9 | 9 | 7 | 4 | 2 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | No | Yes | No | Yes | No | Yes | Yes | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
