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ScenarioSM Study for December US Dollar Index(ICE) as of Dec 30, 2016 | ||||||||||||
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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 | 30 | 30 | 30 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | 31 | |
Closed Higher | 18 | 12 | 15 | 9 | 20 | 13 | 16 | 14 | 12 | 11 | 18 | |
Exceeded High | 13 | 10 | 13 | 8 | 18 | 12 | 10 | 9 | 12 | 9 | 10 | |
Scenario Percentage | 72% | 83% | 87% | 89% | 90% | 92% | 63% | 64% | 100% | 82% | 56% | |
Avg Max Increase | 3.14% | 2.46% | 3.55% | 3.75% | 2.23% | 2.70% | 3.47% | 4.79% | 4.11% | 3.28% | 1.19% | |
Max Increase | 6.39% | 5.08% | 7.42% | 8.00% | 8.36% | 6.64% | 9.61% | 13.53% | 12.46% | 5.22% | 2.91% | |
Avg Days To Max Increase | 19 | 18 | 19 | 18 | 13 | 14 | 15 | 18 | 18 | 12 | 7 | |
Avg Max Decline | -1.22% | -0.36% | -0.85% | -0.73% | -1.41% | -0.38% | -0.47% | -0.85% | -0.90% | -0.91% | -0.79% | |
Max Decline | -2.60% | -1.06% | -2.76% | -1.59% | -3.72% | -0.91% | -1.43% | -2.47% | -2.75% | -2.56% | -2.61% | |
Avg Days to Max Decline | 7 | 11 | 14 | 8 | 10 | 6 | 4 | 7 | 5 | 4 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Yes |
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