|
ScenarioSM Study for September Canadian Dollar(CME) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 33 | 36 | 37 | 38 | 39 | 39 | 39 | 39 | 39 | 39 | 39 | |
Closed Higher | 15 | 14 | 19 | 12 | 19 | 22 | 26 | 18 | 25 | 18 | 21 | |
Exceeded High | 10 | 13 | 18 | 11 | 18 | 18 | 22 | 12 | 17 | 12 | 15 | |
Scenario Percentage | 67% | 93% | 95% | 92% | 95% | 82% | 85% | 67% | 68% | 67% | 71% | |
Avg Max Increase | 2.29% | 1.95% | 2.00% | 2.18% | 2.71% | 3.43% | 2.38% | 2.28% | 2.05% | 2.26% | 1.17% | |
Max Increase | 4.18% | 4.76% | 5.24% | 4.27% | 5.80% | 15.45% | 10.55% | 4.69% | 3.75% | 4.25% | 2.55% | |
Avg Days To Max Increase | 18 | 18 | 16 | 14 | 21 | 15 | 16 | 16 | 20 | 12 | 9 | |
Avg Max Decline | -0.43% | -0.91% | -0.70% | -0.63% | -1.04% | -0.52% | -0.59% | -1.24% | -0.54% | -0.26% | -0.37% | |
Max Decline | -2.20% | -3.09% | -4.64% | -1.99% | -3.50% | -1.45% | -2.37% | -6.76% | -1.71% | -0.69% | -0.87% | |
Avg Days to Max Decline | 5 | 14 | 10 | 10 | 11 | 7 | 6 | 11 | 9 | 5 | 4 | |
2015 Contract Condition | Yes | Yes | ||||||||||
Action | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |