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ScenarioSM Study for June US Dollar Index(ICE) as of Jan 21, 2022 | ||||||||||||
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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 | 33 | 35 | 35 | 35 | 35 | 36 | 36 | 36 | 36 | 36 | 36 | |
Closed Higher | 16 | 16 | 16 | 15 | 20 | 13 | 20 | 18 | 19 | 11 | 22 | |
Exceeded High | 10 | 10 | 14 | 13 | 14 | 12 | 15 | 17 | 15 | 9 | 14 | |
Scenario Percentage | 63% | 63% | 88% | 87% | 70% | 92% | 75% | 94% | 79% | 82% | 64% | |
Avg Max Increase | 3.19% | 3.65% | 3.64% | 2.54% | 2.89% | 3.26% | 3.52% | 3.47% | 3.54% | 3.29% | 1.42% | |
Max Increase | 9.23% | 13.23% | 12.46% | 5.46% | 8.65% | 8.79% | 7.35% | 11.75% | 7.79% | 8.31% | 3.26% | |
Avg Days To Max Increase | 17 | 22 | 15 | 16 | 16 | 14 | 18 | 18 | 20 | 15 | 8 | |
Avg Max Decline | -0.38% | -0.87% | -0.64% | -0.52% | -1.17% | -0.62% | -1.48% | -0.71% | -1.18% | -0.68% | -0.61% | |
Max Decline | -1.21% | -2.26% | -2.60% | -2.54% | -2.70% | -3.15% | -2.98% | -3.33% | -3.17% | -1.69% | -2.01% | |
Avg Days to Max Decline | 3 | 9 | 7 | 7 | 12 | 5 | 11 | 12 | 14 | 6 | 4 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | No |
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