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ScenarioSM Study for March EuroFX(CME) as of Aug 18, 2023 | ||||||||||||
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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 | 24 | 24 | 24 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | 25 | |
Closed Higher | 12 | 10 | 13 | 10 | 11 | 10 | 11 | 11 | 17 | 9 | 11 | |
Exceeded High | 10 | 7 | 8 | 10 | 8 | 8 | 10 | 10 | 13 | 8 | 6 | |
Scenario Percentage | 83% | 70% | 62% | 100% | 73% | 80% | 91% | 91% | 76% | 89% | 55% | |
Avg Max Increase | 3.21% | 4.08% | 4.26% | 3.01% | 2.86% | 3.81% | 4.02% | 4.89% | 2.85% | 2.24% | 1.98% | |
Max Increase | 10.46% | 8.80% | 8.32% | 6.26% | 5.57% | 7.34% | 8.15% | 9.97% | 4.59% | 5.28% | 2.86% | |
Avg Days To Max Increase | 16 | 17 | 20 | 15 | 12 | 21 | 18 | 16 | 9 | 9 | 10 | |
Avg Max Decline | -0.50% | -0.56% | -1.31% | -1.18% | -0.53% | -1.19% | -1.10% | -0.58% | -1.52% | -1.13% | -0.64% | |
Max Decline | -2.52% | -1.72% | -3.00% | -3.07% | -2.62% | -2.19% | -2.30% | -1.51% | -3.70% | -2.93% | -1.18% | |
Avg Days to Max Decline | 6 | 6 | 7 | 14 | 2 | 13 | 9 | 3 | 7 | 7 | 3 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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