|
ScenarioSM Study for June Eurodollars(CME) as of Jan 01, 2010 | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
Tested Month | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 27 | 28 | 28 | 28 |
Closed Higher | 16 | 18 | 21 | 18 | 14 | 17 | 14 | 12 | 11 | 15 | 13 |
Exceeded High | 15 | 18 | 19 | 14 | 13 | 17 | 9 | 10 | 8 | 12 | 8 |
Scenario Percentage | 94% | 100% | 90% | 78% | 93% | 100% | 64% | 83% | 73% | 80% | 62% |
Avg Max Increase | 0.87% | 0.87% | 0.76% | 0.76% | 0.87% | 0.51% | 0.46% | 0.40% | 0.68% | 0.51% | 0.20% |
Max Increase | 2.01% | 3.61% | 2.75% | 1.62% | 1.91% | 1.11% | 0.85% | 1.41% | 2.24% | 1.69% | 0.40% |
Avg Days To Max Increase | 16 | 17 | 16 | 19 | 16 | 17 | 15 | 17 | 20 | 13 | 8 |
Avg Max Decline | -0.10% | -0.24% | -0.13% | -0.07% | -0.12% | -0.18% | -0.11% | -0.12% | -0.12% | -0.09% | -0.02% |
Max Decline | -0.29% | -1.49% | -0.55% | -0.27% | -0.47% | -0.76% | -0.27% | -0.43% | -0.30% | -0.64% | -0.15% |
Avg Days to Max Decline | 7 | 9 | 6 | 4 | 6 | 7 | 6 | 5 | 5 | 2 | 1 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||
Action | Yes | 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.