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ScenarioSM Study for March Japanese Yen(CME) as of Jan 01, 2009 | ||||||||||||
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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 | 20 | 23 | 25 | 31 | 31 | 32 | 32 | 32 | 32 | 32 | 32 | |
Closed Higher | 9 | 8 | 11 | 12 | 18 | 17 | 15 | 14 | 16 | 11 | 18 | |
Exceeded High | 5 | 6 | 7 | 10 | 14 | 14 | 12 | 11 | 12 | 8 | 11 | |
Scenario Percentage | 56% | 75% | 64% | 83% | 78% | 82% | 80% | 79% | 75% | 73% | 61% | |
Avg Max Increase | 4.26% | 3.80% | 3.74% | 4.74% | 6.38% | 6.56% | 4.27% | 4.76% | 3.95% | 5.61% | 3.58% | |
Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 10.77% | 9.86% | |
Avg Days To Max Increase | 19 | 19 | 16 | 19 | 18 | 19 | 20 | 19 | 14 | 13 | 9 | |
Avg Max Decline | -0.34% | -1.35% | -1.08% | -1.34% | -0.72% | -0.53% | -1.57% | -1.03% | -0.66% | -0.65% | -0.26% | |
Max Decline | -0.82% | -3.09% | -2.63% | -3.75% | -3.62% | -2.85% | -6.60% | -3.45% | -3.58% | -2.12% | -0.90% | |
Avg Days to Max Decline | 9 | 11 | 6 | 12 | 11 | 8 | 10 | 6 | 9 | 4 | 2 | |
2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | No | Yes | Yes | Yes | Yes |
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