|
ScenarioSM Study for June 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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 28 | 30 | 32 | 38 | 39 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 13 | 19 | 18 | 17 | 17 | 20 | 16 | 21 | 17 | 21 | 15 | |
Exceeded High | 11 | 14 | 15 | 13 | 14 | 17 | 12 | 16 | 12 | 14 | 8 | |
Scenario Percentage | 85% | 74% | 83% | 76% | 82% | 85% | 75% | 76% | 71% | 67% | 53% | |
Avg Max Increase | 3.55% | 5.69% | 6.64% | 4.85% | 4.52% | 3.70% | 4.98% | 6.47% | 4.61% | 3.69% | 2.06% | |
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 | 16 | 18 | 18 | 20 | 19 | 12 | 16 | 17 | 17 | 13 | 9 | |
Avg Max Decline | -1.15% | -0.70% | -0.60% | -1.36% | -1.10% | -1.22% | -1.07% | -0.77% | -1.01% | -0.64% | -0.39% | |
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 | 8 | 11 | 6 | 11 | 10 | 10 | 7 | 8 | 4 | 4 | 2 | |
2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | No | Yes | Yes | Yes | Yes | Yes |
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