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ScenarioSM Study for March Japanese Yen(CME) as of Jan 01, 2018 | ||||||||||||
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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 | 29 | 32 | 34 | 40 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 15 | 12 | 17 | 18 | 22 | 23 | 17 | 17 | 20 | 17 | 23 | |
Exceeded High | 10 | 10 | 11 | 16 | 17 | 18 | 14 | 13 | 15 | 12 | 10 | |
Scenario Percentage | 67% | 83% | 65% | 89% | 77% | 78% | 82% | 76% | 75% | 71% | 43% | |
Avg Max Increase | 3.57% | 3.19% | 4.11% | 4.04% | 5.93% | 6.58% | 4.60% | 4.87% | 4.07% | 3.71% | 3.19% | |
Max Increase | 7.46% | 6.77% | 5.90% | 9.66% | 22.51% | 19.42% | 13.74% | 9.66% | 12.81% | 8.20% | 8.35% | |
Avg Days To Max Increase | 17 | 18 | 17 | 18 | 19 | 18 | 18 | 20 | 14 | 10 | 6 | |
Avg Max Decline | -0.89% | -1.44% | -1.35% | -1.45% | -0.95% | -0.64% | -1.57% | -1.01% | -1.04% | -0.72% | -0.19% | |
Max Decline | -3.95% | -3.16% | -3.72% | -3.75% | -3.68% | -2.92% | -6.60% | -3.45% | -4.19% | -2.12% | -0.74% | |
Avg Days to Max Decline | 14 | 8 | 11 | 10 | 13 | 9 | 9 | 7 | 11 | 4 | 1 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | No | Yes | Not Yet |
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