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ScenarioSM Study for June EuroFX(CME) as of Jan 21, 2022 | ||||||||||||
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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 | 21 | 21 | 21 | 21 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | |
Closed Higher | 11 | 10 | 10 | 10 | 9 | 14 | 8 | 10 | 10 | 12 | 9 | |
Exceeded High | 10 | 8 | 8 | 9 | 7 | 9 | 7 | 8 | 9 | 10 | 6 | |
Scenario Percentage | 91% | 80% | 80% | 90% | 78% | 64% | 88% | 80% | 90% | 83% | 67% | |
Avg Max Increase | 2.95% | 2.80% | 3.69% | 3.51% | 4.81% | 3.26% | 2.88% | 4.04% | 5.33% | 2.76% | 1.92% | |
Max Increase | 6.39% | 5.50% | 7.34% | 7.06% | 9.95% | 4.57% | 6.98% | 7.84% | 9.75% | 6.89% | 3.39% | |
Avg Days To Max Increase | 15 | 12 | 19 | 22 | 19 | 10 | 18 | 21 | 20 | 13 | 9 | |
Avg Max Decline | -1.14% | -0.62% | -1.05% | -0.97% | -0.69% | -1.35% | -1.58% | -1.07% | -1.38% | -0.72% | -0.45% | |
Max Decline | -2.98% | -2.62% | -1.93% | -2.17% | -1.46% | -3.69% | -2.99% | -2.73% | -3.07% | -2.80% | -0.82% | |
Avg Days to Max Decline | 14 | 2 | 12 | 10 | 6 | 6 | 12 | 7 | 8 | 4 | 3 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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