|
ScenarioSM Study for March Canadian Dollar(CME) as of Aug 18, 2023 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 28 | 20 | 27 | 23 | 23 | 28 | 21 | 16 | 23 | 16 | 24 | |
Exceeded High | 22 | 14 | 20 | 17 | 19 | 19 | 14 | 14 | 20 | 13 | 15 | |
Scenario Percentage | 79% | 70% | 74% | 74% | 83% | 68% | 67% | 88% | 87% | 81% | 63% | |
Avg Max Increase | 2.52% | 2.57% | 2.09% | 2.61% | 2.65% | 2.73% | 2.15% | 2.00% | 2.07% | 1.55% | 1.52% | |
Max Increase | 10.35% | 8.40% | 4.32% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.58% | |
Avg Days To Max Increase | 17 | 15 | 22 | 17 | 16 | 15 | 16 | 19 | 19 | 7 | 8 | |
Avg Max Decline | -0.65% | -0.91% | -0.47% | -0.85% | -0.50% | -0.54% | -0.60% | -0.98% | -0.87% | -0.64% | -0.27% | |
Max Decline | -2.05% | -6.78% | -1.87% | -2.99% | -2.56% | -2.54% | -2.24% | -3.31% | -4.63% | -2.04% | -1.31% | |
Avg Days to Max Decline | 8 | 9 | 9 | 11 | 5 | 8 | 6 | 14 | 10 | 6 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.