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ScenarioSM Study for September Canadian Dollar(CME) as of Dec 27, 2023 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 41 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 19 | 18 | 23 | 16 | 22 | 27 | 28 | 20 | 29 | 23 | 22 | |
Exceeded High | 12 | 16 | 21 | 14 | 21 | 23 | 23 | 16 | 21 | 16 | 16 | |
Scenario Percentage | 63% | 89% | 91% | 88% | 95% | 85% | 82% | 80% | 72% | 70% | 73% | |
Avg Max Increase | 2.29% | 2.28% | 2.00% | 1.78% | 2.99% | 3.18% | 2.49% | 2.57% | 2.15% | 2.17% | 1.16% | |
Max Increase | 4.18% | 5.00% | 5.24% | 4.27% | 8.23% | 15.45% | 10.55% | 8.67% | 4.38% | 4.25% | 3.29% | |
Avg Days To Max Increase | 18 | 19 | 16 | 11 | 21 | 14 | 15 | 15 | 20 | 12 | 8 | |
Avg Max Decline | -0.55% | -0.82% | -0.72% | -0.53% | -0.98% | -0.60% | -0.73% | -0.98% | -0.56% | -0.55% | -0.37% | |
Max Decline | -2.20% | -3.09% | -4.64% | -1.99% | -3.50% | -1.84% | -2.37% | -6.76% | -1.71% | -2.58% | -0.87% | |
Avg Days to Max Decline | 6 | 14 | 11 | 8 | 10 | 7 | 6 | 9 | 9 | 6 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Not Yet |
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