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ScenarioSM Study for December US Dollar Index(ICE) as of Dec 30, 2011 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 25 | 25 | 25 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | 26 | |
Closed Higher | 15 | 11 | 11 | 9 | 15 | 12 | 13 | 11 | 10 | 8 | 13 | |
Exceeded High | 12 | 9 | 10 | 8 | 13 | 11 | 8 | 6 | 10 | 6 | 7 | |
Scenario Percentage | 80% | 82% | 91% | 89% | 87% | 92% | 62% | 55% | 100% | 75% | 54% | |
Avg Max Increase | 2.92% | 2.57% | 3.91% | 3.75% | 2.58% | 2.82% | 3.50% | 5.61% | 4.24% | 2.95% | 1.18% | |
Max Increase | 6.39% | 5.08% | 7.42% | 8.00% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 4.08% | 2.91% | |
Avg Days To Max Increase | 19 | 17 | 19 | 18 | 10 | 14 | 14 | 17 | 17 | 14 | 7 | |
Avg Max Decline | -1.19% | -0.41% | -0.83% | -0.73% | -0.90% | -0.34% | -0.53% | -0.96% | -0.63% | -0.87% | -0.36% | |
Max Decline | -2.60% | -1.06% | -2.76% | -1.59% | -2.17% | -0.91% | -1.43% | -2.47% | -2.13% | -2.19% | -1.05% | |
Avg Days to Max Decline | 7 | 11 | 12 | 8 | 6 | 6 | 4 | 8 | 3 | 3 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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