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ScenarioSM Study for December British Pound(CME) as of May 10, 2021 | ||||||||||||
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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 | 35 | 38 | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 14 | 18 | 21 | 28 | 14 | 28 | 25 | 18 | 24 | 23 | 19 | |
Exceeded High | 9 | 11 | 18 | 20 | 12 | 23 | 18 | 15 | 17 | 18 | 13 | |
Scenario Percentage | 64% | 61% | 86% | 71% | 86% | 82% | 72% | 83% | 71% | 78% | 68% | |
Avg Max Increase | 2.70% | 4.15% | 3.67% | 3.48% | 6.33% | 3.98% | 3.06% | 3.85% | 4.55% | 3.51% | 1.53% | |
Max Increase | 9.26% | 10.03% | 12.46% | 12.84% | 12.46% | 13.09% | 6.30% | 8.90% | 10.00% | 7.62% | 3.30% | |
Avg Days To Max Increase | 18 | 20 | 20 | 21 | 22 | 17 | 16 | 14 | 17 | 9 | 7 | |
Avg Max Decline | -1.14% | -1.05% | -1.25% | -1.45% | -1.39% | -0.68% | -1.60% | -0.68% | -0.81% | -0.68% | -0.52% | |
Max Decline | -3.15% | -2.48% | -4.69% | -9.30% | -3.08% | -3.03% | -8.29% | -2.69% | -3.28% | -2.30% | -2.54% | |
Avg Days to Max Decline | 11 | 10 | 7 | 11 | 7 | 8 | 8 | 8 | 10 | 4 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.