|
ScenarioSM Study for June Japanese Yen(CME) as of Nov 09, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 32 | 34 | 36 | 42 | 43 | 44 | 44 | 44 | 44 | 44 | 44 | |
Closed Higher | 15 | 22 | 19 | 18 | 18 | 22 | 20 | 24 | 19 | 22 | 18 | |
Exceeded High | 13 | 15 | 15 | 14 | 15 | 19 | 15 | 19 | 14 | 15 | 10 | |
Scenario Percentage | 87% | 68% | 79% | 78% | 83% | 86% | 75% | 79% | 74% | 68% | 56% | |
Avg Max Increase | 3.36% | 5.46% | 6.64% | 4.68% | 4.45% | 3.51% | 4.84% | 6.06% | 4.29% | 3.58% | 2.01% | |
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 | 17 | 18 | 21 | 20 | 12 | 17 | 17 | 18 | 12 | 9 | |
Avg Max Decline | -1.06% | -0.67% | -0.60% | -1.34% | -1.09% | -1.12% | -1.35% | -0.87% | -1.00% | -0.61% | -0.43% | |
Max Decline | -2.84% | -3.57% | -2.89% | -6.37% | -3.34% | -4.02% | -5.98% | -3.20% | -3.17% | -1.10% | -1.06% | |
Avg Days to Max Decline | 7 | 11 | 6 | 11 | 10 | 10 | 10 | 8 | 6 | 4 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | Yes |
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