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ScenarioSM Study for June US Dollar Index(ICE) as of Dec 30, 2011 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 24 | 25 | 25 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 12 | 11 | 9 | 9 | 12 | 10 | 15 | 11 | 12 | 9 | 15 | |
Exceeded High | 7 | 5 | 9 | 7 | 8 | 9 | 12 | 10 | 11 | 7 | 12 | |
Scenario Percentage | 58% | 45% | 100% | 78% | 67% | 90% | 80% | 91% | 92% | 78% | 80% | |
Avg Max Increase | 3.40% | 4.91% | 4.22% | 2.63% | 3.09% | 3.33% | 3.07% | 3.72% | 4.01% | 3.46% | 1.36% | |
Max Increase | 9.23% | 13.23% | 12.46% | 5.33% | 6.34% | 8.79% | 6.44% | 11.75% | 7.79% | 8.31% | 2.62% | |
Avg Days To Max Increase | 15 | 20 | 16 | 19 | 18 | 14 | 17 | 18 | 21 | 12 | 8 | |
Avg Max Decline | -0.40% | -1.04% | -0.60% | -0.42% | -1.07% | -0.79% | -1.44% | -0.58% | -1.29% | -0.81% | -0.66% | |
Max Decline | -1.21% | -2.26% | -2.35% | -1.22% | -2.70% | -3.15% | -2.98% | -1.27% | -3.17% | -1.69% | -2.01% | |
Avg Days to Max Decline | 2 | 10 | 5 | 9 | 13 | 6 | 8 | 11 | 13 | 6 | 4 | |
2011 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | No | Not Yet |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.