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ScenarioSM Study for March Canadian Dollar(CME) as of Jan 01, 2009 | ||||||||||||
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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 | 29 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 18 | 14 | 20 | 14 | 20 | 21 | 16 | 12 | 16 | 11 | 16 | |
Exceeded High | 16 | 8 | 14 | 9 | 17 | 16 | 11 | 11 | 14 | 10 | 10 | |
Scenario Percentage | 89% | 57% | 70% | 64% | 85% | 76% | 69% | 92% | 88% | 91% | 63% | |
Avg Max Increase | 2.10% | 2.39% | 1.91% | 3.18% | 2.82% | 2.66% | 2.04% | 1.86% | 1.79% | 1.77% | 1.55% | |
Max Increase | 7.91% | 4.44% | 3.96% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.01% | |
Avg Days To Max Increase | 21 | 18 | 22 | 22 | 18 | 16 | 14 | 20 | 18 | 9 | 10 | |
Avg Max Decline | -0.55% | -0.65% | -0.50% | -0.25% | -0.49% | -0.41% | -0.47% | -1.04% | -0.74% | -0.74% | -0.29% | |
Max Decline | -2.05% | -1.45% | -1.87% | -0.69% | -2.56% | -2.06% | -2.24% | -3.31% | -4.63% | -2.04% | -1.31% | |
Avg Days to Max Decline | 10 | 10 | 10 | 10 | 5 | 8 | 3 | 14 | 9 | 8 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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