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ScenarioSM Study for March US Dollar Index(ICE) 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 | 19 | 19 | 20 | 22 | 22 | 22 | 22 | 22 | 23 | 23 | 23 | |
Closed Higher | 7 | 9 | 10 | 12 | 9 | 8 | 8 | 10 | 9 | 13 | 10 | |
Exceeded High | 6 | 8 | 10 | 8 | 4 | 8 | 5 | 8 | 8 | 9 | 8 | |
Scenario Percentage | 86% | 89% | 100% | 67% | 44% | 100% | 63% | 80% | 89% | 69% | 80% | |
Avg Max Increase | 3.37% | 2.46% | 2.81% | 2.10% | 2.96% | 3.43% | 3.18% | 3.19% | 3.35% | 2.83% | 2.11% | |
Max Increase | 7.67% | 8.24% | 6.47% | 6.76% | 5.93% | 10.57% | 5.20% | 6.61% | 8.96% | 4.71% | 4.33% | |
Avg Days To Max Increase | 20 | 11 | 12 | 14 | 18 | 19 | 20 | 18 | 12 | 8 | 10 | |
Avg Max Decline | -0.75% | -0.80% | -0.29% | -0.55% | -0.73% | -0.66% | -0.58% | -1.19% | -0.81% | -1.37% | -0.38% | |
Max Decline | -1.59% | -1.69% | -0.88% | -1.29% | -1.37% | -2.25% | -1.22% | -2.70% | -3.29% | -3.03% | -1.06% | |
Avg Days to Max Decline | 6 | 7 | 7 | 4 | 6 | 6 | 11 | 16 | 6 | 8 | 3 | |
2008 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | No |
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