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| ScenarioSM Study for December Japanese Yen(CME) as of Jan 01, 2007 | |||||||||||
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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 | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 21 | 24 | 26 | 30 | 30 | 30 | 30 | 30 | 30 | 30 | 30 |
| Closed Higher | 5 | 12 | 11 | 14 | 11 | 14 | 11 | 16 | 15 | 15 | 13 |
| Exceeded High | 4 | 8 | 9 | 10 | 10 | 9 | 9 | 13 | 13 | 11 | 6 |
| Scenario Percentage | 80% | 67% | 82% | 71% | 91% | 64% | 82% | 81% | 87% | 73% | 46% |
| Avg Max Increase | 5.05% | 7.49% | 4.74% | 4.48% | 4.94% | 4.42% | 4.60% | 6.33% | 6.54% | 3.45% | 2.35% |
| Max Increase | 9.98% | 19.83% | 10.37% | 9.71% | 15.49% | 10.93% | 9.83% | 22.99% | 19.82% | 8.19% | 3.51% |
| Avg Days To Max Increase | 22 | 19 | 19 | 13 | 16 | 14 | 19 | 16 | 17 | 14 | 8 |
| Avg Max Decline | -1.59% | -0.79% | -1.16% | -0.79% | -1.12% | -1.04% | -1.44% | -1.07% | -0.26% | -0.70% | -0.45% |
| Max Decline | -5.83% | -2.89% | -3.18% | -3.93% | -3.98% | -2.69% | -3.75% | -3.55% | -1.63% | -2.57% | -1.02% |
| Avg Days to Max Decline | 12 | 8 | 4 | 8 | 7 | 8 | 13 | 11 | 8 | 5 | 2 |
| 2006 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | No | Yes | Yes | No | Yes | Yes | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
