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ScenarioSM Study for June Japanese Yen(CME) as of Jan 01, 2010 | |||||||||||
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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 | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 21 | 23 | 25 | 31 | 32 | 33 | 33 | 33 | 33 | 33 | 33 |
Closed Higher | 8 | 15 | 14 | 16 | 15 | 17 | 12 | 17 | 16 | 16 | 12 |
Exceeded High | 6 | 11 | 12 | 13 | 13 | 14 | 9 | 13 | 11 | 10 | 7 |
Scenario Percentage | 75% | 73% | 86% | 81% | 87% | 82% | 75% | 76% | 69% | 62% | 58% |
Avg Max Increase | 4.18% | 6.26% | 7.51% | 4.85% | 4.74% | 3.81% | 6.18% | 6.92% | 4.44% | 4.54% | 2.44% |
Max Increase | 9.36% | 22.09% | 19.14% | 13.75% | 9.70% | 12.98% | 10.78% | 19.42% | 10.41% | 11.16% | 4.62% |
Avg Days To Max Increase | 17 | 17 | 19 | 20 | 19 | 14 | 21 | 17 | 18 | 15 | 11 |
Avg Max Decline | -0.59% | -0.59% | -0.39% | -1.36% | -1.09% | -1.05% | -1.19% | -0.70% | -1.10% | -0.60% | -0.38% |
Max Decline | -1.21% | -3.57% | -2.70% | -6.37% | -3.34% | -4.02% | -5.98% | -3.20% | -3.17% | -1.10% | -0.99% |
Avg Days to Max Decline | 11 | 12 | 5 | 11 | 6 | 8 | 8 | 9 | 5 | 5 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet |
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