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ScenarioSM Study for June Eurodollars(CME) as of Nov 09, 2020 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 39 | 39 | 39 | |
Closed Higher | 23 | 27 | 27 | 24 | 19 | 20 | 22 | 18 | 17 | 22 | 20 | |
Exceeded High | 22 | 25 | 25 | 17 | 17 | 19 | 16 | 16 | 12 | 18 | 10 | |
Scenario Percentage | 96% | 93% | 93% | 71% | 89% | 95% | 73% | 89% | 71% | 82% | 50% | |
Avg Max Increase | 0.66% | 0.67% | 0.61% | 0.65% | 0.70% | 0.47% | 0.36% | 0.32% | 0.48% | 0.35% | 0.17% | |
Max Increase | 2.01% | 3.61% | 2.75% | 1.62% | 1.91% | 1.11% | 1.29% | 1.41% | 2.24% | 1.69% | 0.40% | |
Avg Days To Max Increase | 17 | 16 | 15 | 18 | 15 | 18 | 15 | 18 | 19 | 13 | 9 | |
Avg Max Decline | -0.10% | -0.19% | -0.11% | -0.06% | -0.11% | -0.17% | -0.09% | -0.09% | -0.09% | -0.06% | -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 | 10 | 9 | 6 | 4 | 8 | 7 | 7 | 7 | 7 | 2 | 1 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | Yes | Yes | No | Yes | Not Yet |
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