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| ScenarioSM Study for June Japanese Yen(CME) as of Sep 22, 2023 | ||||||||||||
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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 | 34 | 36 | 38 | 44 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 17 | 22 | 19 | 18 | 20 | 22 | 21 | 23 | 18 | 22 | 17 | |
| Exceeded High | 15 | 15 | 15 | 14 | 16 | 19 | 14 | 17 | 12 | 15 | 8 | |
| Scenario Percentage | 88% | 68% | 79% | 78% | 80% | 86% | 67% | 74% | 67% | 68% | 47% | |
| Avg Max Increase | 3.06% | 5.46% | 6.05% | 4.45% | 4.52% | 3.34% | 4.88% | 5.99% | 4.72% | 3.58% | 1.99% | |
| 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 | 13 | 17 | 17 | 20 | 20 | 12 | 16 | 18 | 19 | 12 | 9 | |
| Avg Max Decline | -0.93% | -0.67% | -0.67% | -1.37% | -1.03% | -1.28% | -1.44% | -0.93% | -1.23% | -0.61% | -0.41% | |
| 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 | 9 | 7 | 4 | 2 | |
| 2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | Yes | No | No | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
