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ScenarioSM Study for September US Dollar Index(ICE) as of Jan 01, 2015 | ||||||||||||
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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 | 27 | 27 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | 29 | |
Closed Higher | 10 | 15 | 12 | 16 | 12 | 15 | 9 | 18 | 12 | 15 | 13 | |
Exceeded High | 8 | 9 | 10 | 12 | 11 | 14 | 8 | 16 | 11 | 10 | 8 | |
Scenario Percentage | 80% | 60% | 83% | 75% | 92% | 93% | 89% | 89% | 92% | 67% | 62% | |
Avg Max Increase | 2.49% | 3.13% | 3.29% | 2.88% | 3.37% | 3.63% | 3.99% | 2.53% | 2.92% | 3.12% | 2.42% | |
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 | 17 | 18 | 14 | 20 | 18 | 20 | 19 | 12 | 11 | 12 | 10 | |
Avg Max Decline | -0.35% | -0.84% | -0.86% | -1.29% | -0.37% | -1.11% | -0.80% | -1.30% | -0.51% | -0.64% | -0.29% | |
Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -1.12% | -3.11% | -1.58% | -3.65% | -1.20% | -1.51% | -1.37% | |
Avg Days to Max Decline | 8 | 13 | 5 | 8 | 14 | 14 | 7 | 9 | 6 | 4 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | No | Yes | Yes | Yes | Yes |
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