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ScenarioSM Study for March Eurodollars(CME) as of Jan 01, 2018 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 34 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 19 | 17 | 24 | 21 | 25 | 26 | 25 | 16 | 19 | 19 | 17 | |
Exceeded High | 17 | 16 | 19 | 19 | 24 | 25 | 17 | 13 | 17 | 13 | 9 | |
Scenario Percentage | 89% | 94% | 79% | 90% | 96% | 96% | 68% | 81% | 89% | 68% | 53% | |
Avg Max Increase | 0.66% | 0.61% | 0.65% | 0.67% | 0.67% | 0.50% | 0.59% | 0.77% | 0.38% | 0.18% | 0.13% | |
Max Increase | 2.51% | 1.65% | 2.42% | 2.18% | 4.13% | 3.01% | 1.74% | 1.83% | 1.05% | 0.59% | 0.41% | |
Avg Days To Max Increase | 17 | 18 | 16 | 19 | 17 | 13 | 19 | 17 | 15 | 10 | 7 | |
Avg Max Decline | -0.08% | -0.15% | -0.10% | -0.09% | -0.17% | -0.12% | -0.07% | -0.14% | -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 | 8 | 6 | 9 | 9 | 9 | 5 | 7 | 6 | 8 | 5 | 2 | |
2017 Contract Condition | Yes | Yes | ||||||||||
Action | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.