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ScenarioSM Study for March Japanese Yen(CME) as of May 13, 2024 | ||||||||||||
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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 | 36 | 39 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 16 | 18 | 21 | 24 | 21 | 17 | 21 | 22 | 21 | 24 | |
Exceeded High | 10 | 12 | 12 | 18 | 17 | 17 | 15 | 16 | 17 | 13 | 13 | |
Scenario Percentage | 63% | 75% | 67% | 86% | 71% | 81% | 88% | 76% | 77% | 62% | 54% | |
Avg Max Increase | 3.57% | 2.84% | 3.99% | 3.62% | 5.58% | 6.05% | 4.26% | 4.87% | 3.70% | 4.45% | 3.68% | |
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 | 17 | 18 | 18 | 15 | 17 | 16 | 19 | 21 | 12 | 10 | 9 | |
Avg Max Decline | -0.89% | -1.30% | -1.36% | -1.37% | -0.96% | -0.69% | -1.58% | -0.93% | -1.19% | -1.03% | -0.45% | |
Max Decline | -3.95% | -3.16% | -3.72% | -3.75% | -3.68% | -2.92% | -6.60% | -3.45% | -4.19% | -3.56% | -1.88% | |
Avg Days to Max Decline | 14 | 8 | 12 | 9 | 13 | 9 | 10 | 7 | 10 | 6 | 2 | |
2024 Contract Condition | Yes | Yes | Yes | |||||||||
Action | No | Yes | No |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.