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| ScenarioSM Study for June Japanese Yen(CME) as of Jan 21, 2022 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 33 | 35 | 37 | 43 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 16 | 22 | 20 | 19 | 19 | 23 | 20 | 24 | 19 | 23 | 18 | |
| Exceeded High | 14 | 15 | 16 | 15 | 16 | 20 | 15 | 19 | 14 | 15 | 10 | |
| Scenario Percentage | 88% | 68% | 80% | 79% | 84% | 87% | 75% | 79% | 74% | 65% | 56% | |
| Avg Max Increase | 3.23% | 5.46% | 6.36% | 4.48% | 4.27% | 3.36% | 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 | 17 | 20 | 19 | 11 | 17 | 17 | 18 | 12 | 9 | |
| Avg Max Decline | -1.07% | -0.67% | -0.60% | -1.32% | -1.05% | -1.07% | -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 | 8 | 11 | 6 | 11 | 9 | 9 | 10 | 8 | 6 | 4 | 2 | |
| 2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
