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| ScenarioSM Study for June Japanese Yen(CME) as of Dec 30, 2011 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 23 | 25 | 27 | 33 | 34 | 35 | 35 | 35 | 35 | 35 | 35 | |
| Closed Higher | 10 | 17 | 16 | 17 | 16 | 18 | 13 | 19 | 16 | 17 | 13 | |
| Exceeded High | 8 | 13 | 14 | 13 | 13 | 15 | 10 | 15 | 11 | 11 | 7 | |
| Scenario Percentage | 80% | 76% | 88% | 76% | 81% | 83% | 77% | 79% | 69% | 65% | 54% | |
| Avg Max Increase | 4.49% | 6.04% | 7.01% | 4.85% | 4.74% | 3.58% | 5.80% | 6.44% | 4.44% | 4.23% | 2.23% | |
| 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 | 18 | 17 | 18 | 20 | 19 | 13 | 19 | 16 | 18 | 14 | 10 | |
| Avg Max Decline | -0.82% | -0.65% | -0.60% | -1.36% | -1.09% | -1.17% | -1.27% | -0.78% | -1.10% | -0.61% | -0.38% | |
| Max Decline | -2.84% | -3.57% | -2.89% | -6.37% | -3.34% | -4.02% | -5.98% | -3.20% | -3.17% | -1.10% | -0.99% | |
| Avg Days to Max Decline | 9 | 12 | 6 | 11 | 6 | 8 | 9 | 9 | 5 | 5 | 2 | |
| 2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | No | Yes | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
