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| ScenarioSM Study for September Japanese Yen(CME) as of Jan 01, 2018 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 29 | 32 | 34 | 36 | 40 | 41 | 41 | 41 | 41 | 41 | 41 | |
| Closed Higher | 12 | 13 | 14 | 14 | 21 | 18 | 21 | 17 | 20 | 19 | 21 | |
| Exceeded High | 11 | 10 | 9 | 10 | 16 | 14 | 16 | 16 | 12 | 15 | 14 | |
| Scenario Percentage | 92% | 77% | 64% | 71% | 76% | 78% | 76% | 94% | 60% | 79% | 67% | |
| Avg Max Increase | 4.27% | 4.72% | 4.42% | 4.57% | 6.33% | 4.19% | 4.32% | 4.36% | 4.71% | 3.35% | 2.56% | |
| Max Increase | 13.76% | 8.75% | 13.24% | 10.42% | 19.60% | 10.41% | 10.48% | 15.22% | 10.40% | 7.20% | 8.13% | |
| Avg Days To Max Increase | 18 | 21 | 14 | 16 | 17 | 15 | 15 | 16 | 17 | 12 | 9 | |
| Avg Max Decline | -1.25% | -0.75% | -0.89% | -1.37% | -0.79% | -0.78% | -1.05% | -1.28% | -1.20% | -1.51% | -0.48% | |
| Max Decline | -6.14% | -3.06% | -2.73% | -6.03% | -3.10% | -3.16% | -4.26% | -4.06% | -2.72% | -3.97% | -2.67% | |
| Avg Days to Max Decline | 9 | 7 | 16 | 14 | 8 | 5 | 8 | 6 | 12 | 6 | 3 | |
| 2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
