|
ScenarioSM Study for March Eurodollars(CME) as of Jan 01, 2015 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 31 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 17 | 15 | 22 | 20 | 23 | 23 | 24 | 15 | 19 | 17 | 16 | |
Exceeded High | 15 | 14 | 18 | 18 | 22 | 22 | 17 | 12 | 17 | 13 | 10 | |
Scenario Percentage | 88% | 93% | 82% | 90% | 96% | 96% | 71% | 80% | 89% | 76% | 63% | |
Avg Max Increase | 0.73% | 0.68% | 0.68% | 0.70% | 0.72% | 0.56% | 0.59% | 0.84% | 0.38% | 0.20% | 0.15% | |
Max Increase | 2.51% | 1.65% | 2.42% | 2.18% | 4.13% | 3.01% | 1.74% | 1.83% | 1.05% | 0.79% | 0.58% | |
Avg Days To Max Increase | 16 | 19 | 15 | 18 | 17 | 13 | 19 | 19 | 15 | 10 | 8 | |
Avg Max Decline | -0.08% | -0.16% | -0.10% | -0.09% | -0.18% | -0.13% | -0.07% | -0.15% | -0.13% | -0.05% | -0.03% | |
Max Decline | -0.24% | -0.75% | -0.51% | -0.29% | -0.96% | -0.54% | -0.23% | -0.54% | -0.83% | -0.16% | -0.13% | |
Avg Days to Max Decline | 7 | 6 | 8 | 10 | 8 | 5 | 7 | 7 | 8 | 5 | 2 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | No | 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.