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ScenarioSM Study for March EuroFX(CME) as of Jan 01, 2015 | ||||||||||||
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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 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 16 | 16 | 16 | 16 | |
Closed Higher | 7 | 6 | 8 | 7 | 8 | 9 | 9 | 8 | 10 | 6 | 10 | |
Exceeded High | 5 | 5 | 5 | 7 | 6 | 8 | 8 | 7 | 7 | 5 | 7 | |
Scenario Percentage | 71% | 83% | 63% | 100% | 75% | 89% | 89% | 88% | 70% | 83% | 70% | |
Avg Max Increase | 4.33% | 3.30% | 3.50% | 3.55% | 3.47% | 3.81% | 3.95% | 5.18% | 3.23% | 3.38% | 2.10% | |
Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 7.01% | 9.97% | 4.28% | 7.05% | 4.60% | |
Avg Days To Max Increase | 16 | 11 | 19 | 18 | 15 | 21 | 17 | 15 | 9 | 12 | 12 | |
Avg Max Decline | -0.53% | -0.57% | -1.23% | -1.20% | -0.58% | -1.19% | -0.97% | -0.56% | -1.67% | -1.30% | -0.72% | |
Max Decline | -2.52% | -1.72% | -1.96% | -3.07% | -2.62% | -2.19% | -2.30% | -1.16% | -3.70% | -2.93% | -1.23% | |
Avg Days to Max Decline | 7 | 4 | 5 | 17 | 3 | 13 | 8 | 3 | 6 | 9 | 3 | |
2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.