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ScenarioSM Study for June US Dollar Index(ICE) as of Oct 20, 2019 | ||||||||||||
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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 | 31 | 33 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 15 | 15 | 14 | 14 | 19 | 13 | 18 | 16 | 17 | 11 | 22 | |
Exceeded High | 9 | 9 | 14 | 12 | 13 | 12 | 13 | 15 | 15 | 9 | 15 | |
Scenario Percentage | 60% | 60% | 100% | 86% | 68% | 92% | 72% | 94% | 88% | 82% | 68% | |
Avg Max Increase | 3.39% | 4.00% | 3.64% | 2.74% | 3.10% | 3.26% | 3.25% | 3.32% | 3.54% | 3.38% | 1.54% | |
Max Increase | 9.23% | 13.23% | 12.46% | 5.46% | 8.65% | 8.79% | 6.44% | 11.75% | 7.79% | 8.31% | 3.39% | |
Avg Days To Max Increase | 15 | 21 | 15 | 17 | 15 | 14 | 17 | 17 | 20 | 15 | 9 | |
Avg Max Decline | -0.33% | -0.89% | -0.64% | -0.57% | -1.12% | -0.62% | -1.45% | -0.57% | -1.18% | -0.68% | -0.65% | |
Max Decline | -1.21% | -2.26% | -2.60% | -2.54% | -2.70% | -3.15% | -2.98% | -1.80% | -3.17% | -1.69% | -2.01% | |
Avg Days to Max Decline | 2 | 9 | 7 | 7 | 11 | 5 | 7 | 12 | 14 | 6 | 5 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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