|
ScenarioSM Study for September EuroFX(CME) as of Dec 30, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 16 | 17 | 17 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | |
Closed Higher | 9 | 7 | 10 | 6 | 10 | 8 | 10 | 6 | 10 | 8 | 9 | |
Exceeded High | 8 | 5 | 7 | 5 | 8 | 8 | 8 | 5 | 7 | 8 | 5 | |
Scenario Percentage | 89% | 71% | 70% | 83% | 80% | 100% | 80% | 83% | 70% | 100% | 56% | |
Avg Max Increase | 3.74% | 4.92% | 3.15% | 3.55% | 3.97% | 5.29% | 3.44% | 3.58% | 3.48% | 2.48% | 2.57% | |
Max Increase | 7.08% | 9.54% | 4.49% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 6.21% | 4.69% | |
Avg Days To Max Increase | 21 | 21 | 11 | 17 | 21 | 19 | 13 | 12 | 17 | 11 | 10 | |
Avg Max Decline | -0.69% | -0.34% | -1.54% | -1.16% | -0.98% | -1.41% | -0.76% | -0.92% | -1.40% | -0.88% | -0.94% | |
Max Decline | -2.07% | -0.77% | -3.84% | -2.81% | -2.74% | -3.12% | -2.77% | -2.07% | -3.04% | -2.49% | -2.83% | |
Avg Days to Max Decline | 7 | 5 | 10 | 11 | 7 | 7 | 4 | 4 | 7 | 6 | 3 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | 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 |