|
ScenarioSM Study for June Eurodollars(CME) as of Dec 31, 2010 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 28 | 29 | 29 | 29 | |
Closed Higher | 17 | 19 | 22 | 19 | 15 | 17 | 15 | 13 | 11 | 15 | 13 | |
Exceeded High | 16 | 19 | 20 | 15 | 14 | 17 | 10 | 11 | 8 | 12 | 8 | |
Scenario Percentage | 94% | 100% | 91% | 79% | 93% | 100% | 67% | 85% | 73% | 80% | 62% | |
Avg Max Increase | 0.85% | 0.84% | 0.75% | 0.73% | 0.82% | 0.51% | 0.42% | 0.36% | 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 | 17 | 17 | 16 | 19 | 16 | 17 | 13 | 16 | 20 | 13 | 8 | |
Avg Max Decline | -0.12% | -0.23% | -0.12% | -0.07% | -0.12% | -0.18% | -0.11% | -0.11% | -0.12% | -0.09% | -0.02% | |
Max Decline | -0.40% | -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 | 8 | 7 | 4 | 7 | 7 | 7 | 4 | 5 | 2 | 1 | |
2010 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |