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ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 25 | 25 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | |
Closed Higher | 9 | 13 | 12 | 15 | 11 | 13 | 9 | 16 | 12 | 14 | 11 | |
Exceeded High | 7 | 9 | 10 | 12 | 10 | 12 | 8 | 14 | 11 | 9 | 6 | |
Scenario Percentage | 78% | 69% | 83% | 80% | 91% | 92% | 89% | 88% | 92% | 64% | 55% | |
Avg Max Increase | 2.61% | 3.13% | 3.29% | 2.88% | 3.55% | 4.04% | 3.99% | 2.68% | 2.92% | 3.09% | 2.88% | |
Max Increase | 5.41% | 6.14% | 8.79% | 6.46% | 11.65% | 7.77% | 8.45% | 8.42% | 6.58% | 9.50% | 5.01% | |
Avg Days To Max Increase | 18 | 18 | 14 | 20 | 20 | 21 | 19 | 11 | 11 | 12 | 13 | |
Avg Max Decline | -0.43% | -0.84% | -0.86% | -1.29% | -0.39% | -1.10% | -0.80% | -1.16% | -0.51% | -0.68% | -0.60% | |
Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -1.12% | -3.11% | -1.58% | -2.56% | -1.20% | -1.51% | -1.50% | |
Avg Days to Max Decline | 9 | 13 | 5 | 8 | 13 | 14 | 7 | 7 | 6 | 4 | 4 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | Yes | Not Yet |
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