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ScenarioSM Study for March Canadian Dollar(CME) as of May 17, 2024 | ||||||||||||
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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 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 29 | 19 | 27 | 24 | 23 | 28 | 20 | 17 | 24 | 16 | 23 | |
Exceeded High | 23 | 14 | 21 | 17 | 19 | 19 | 13 | 15 | 20 | 13 | 15 | |
Scenario Percentage | 79% | 74% | 78% | 71% | 83% | 68% | 65% | 88% | 83% | 81% | 65% | |
Avg Max Increase | 2.54% | 2.57% | 2.03% | 2.61% | 2.65% | 2.73% | 2.24% | 2.06% | 2.07% | 1.57% | 1.63% | |
Max Increase | 10.35% | 8.40% | 4.32% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.66% | |
Avg Days To Max Increase | 18 | 15 | 21 | 17 | 16 | 15 | 18 | 19 | 19 | 7 | 9 | |
Avg Max Decline | -0.65% | -0.91% | -0.49% | -0.85% | -0.50% | -0.54% | -0.65% | -0.94% | -0.87% | -0.64% | -0.31% | |
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 | 9 | 9 | 9 | 11 | 5 | 8 | 6 | 14 | 10 | 6 | 2 | |
2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | No | Yes | No |
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