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| ScenarioSM Study for March Japanese Yen(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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 28 | 31 | 33 | 39 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | |
| Closed Higher | 14 | 12 | 16 | 17 | 22 | 22 | 17 | 17 | 20 | 16 | 22 | |
| Exceeded High | 9 | 10 | 10 | 15 | 17 | 18 | 14 | 13 | 15 | 11 | 12 | |
| Scenario Percentage | 64% | 83% | 63% | 88% | 77% | 82% | 82% | 76% | 75% | 69% | 55% | |
| Avg Max Increase | 3.38% | 3.19% | 4.15% | 4.14% | 5.93% | 6.58% | 4.60% | 4.87% | 4.07% | 4.11% | 3.07% | |
| Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 8.91% | 8.35% | |
| Avg Days To Max Increase | 16 | 18 | 17 | 18 | 19 | 18 | 18 | 20 | 14 | 10 | 8 | |
| Avg Max Decline | -0.55% | -1.44% | -1.12% | -1.50% | -0.95% | -0.64% | -1.57% | -1.01% | -1.04% | -0.69% | -0.39% | |
| Max Decline | -1.33% | -3.16% | -2.63% | -3.75% | -3.68% | -2.92% | -6.60% | -3.45% | -4.19% | -2.12% | -1.88% | |
| Avg Days to Max Decline | 12 | 8 | 10 | 10 | 13 | 9 | 9 | 7 | 11 | 5 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | Yes | No | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
