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ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2008 | |||||||||||
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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 | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 20 | 20 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | 22 | 22 |
Closed Higher | 8 | 10 | 9 | 13 | 9 | 11 | 7 | 12 | 11 | 12 | 8 |
Exceeded High | 6 | 8 | 8 | 10 | 8 | 10 | 6 | 10 | 11 | 8 | 4 |
Scenario Percentage | 75% | 80% | 89% | 77% | 89% | 91% | 86% | 83% | 100% | 67% | 50% |
Avg Max Increase | 2.53% | 3.02% | 3.45% | 2.84% | 3.98% | 3.56% | 3.54% | 2.94% | 2.92% | 2.29% | 2.13% |
Max Increase | 5.41% | 6.14% | 8.79% | 6.46% | 11.65% | 6.91% | 7.43% | 8.42% | 6.58% | 6.04% | 3.03% |
Avg Days To Max Increase | 17 | 19 | 13 | 21 | 21 | 21 | 23 | 10 | 11 | 13 | 14 |
Avg Max Decline | -0.40% | -0.94% | -0.71% | -1.34% | -0.42% | -1.12% | -0.91% | -1.06% | -0.51% | -0.75% | -0.85% |
Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -0.88% | -3.11% | -1.58% | -1.98% | -1.20% | -1.51% | -1.50% |
Avg Days to Max Decline | 10 | 14 | 5 | 8 | 14 | 12 | 6 | 7 | 6 | 4 | 6 |
2007 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | Yes | Not Yet |
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