|
ScenarioSM Study for December US Dollar Index(ICE) as of Jun 08, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 33 | 33 | 33 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | 34 | |
Closed Higher | 18 | 15 | 16 | 11 | 22 | 14 | 17 | 16 | 15 | 13 | 20 | |
Exceeded High | 13 | 13 | 14 | 10 | 20 | 13 | 11 | 11 | 15 | 11 | 11 | |
Scenario Percentage | 72% | 87% | 88% | 91% | 91% | 93% | 65% | 69% | 100% | 85% | 55% | |
Avg Max Increase | 3.14% | 2.30% | 3.39% | 3.54% | 2.17% | 2.70% | 3.28% | 4.22% | 3.66% | 2.82% | 1.13% | |
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 | 19 | 14 | 14 | 16 | 18 | 16 | 12 | 8 | |
Avg Max Decline | -1.22% | -0.44% | -0.82% | -0.59% | -1.40% | -0.42% | -0.54% | -0.89% | -0.78% | -0.90% | -0.80% | |
Max Decline | -2.60% | -1.83% | -2.76% | -1.59% | -3.72% | -0.93% | -1.43% | -2.47% | -2.75% | -2.56% | -2.61% | |
Avg Days to Max Decline | 7 | 12 | 14 | 7 | 11 | 6 | 4 | 9 | 6 | 4 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.