|
ScenarioSM Study for December Japanese Yen(CME) as of Jan 01, 2010 | |||||||||||
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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 | 24 | 27 | 29 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
Closed Higher | 7 | 14 | 13 | 15 | 12 | 14 | 13 | 18 | 18 | 16 | 16 |
Exceeded High | 5 | 10 | 9 | 11 | 11 | 9 | 11 | 14 | 16 | 12 | 7 |
Scenario Percentage | 71% | 71% | 69% | 73% | 92% | 64% | 85% | 78% | 89% | 75% | 44% |
Avg Max Increase | 5.94% | 7.09% | 4.74% | 4.50% | 4.82% | 4.42% | 4.99% | 6.28% | 7.07% | 4.16% | 3.23% |
Max Increase | 9.98% | 19.83% | 10.37% | 9.71% | 15.49% | 10.93% | 9.83% | 22.99% | 19.82% | 11.98% | 8.50% |
Avg Days To Max Increase | 21 | 18 | 19 | 14 | 16 | 14 | 20 | 16 | 19 | 13 | 9 |
Avg Max Decline | -1.64% | -0.46% | -1.16% | -0.79% | -1.34% | -1.04% | -1.55% | -1.03% | -0.59% | -0.80% | -0.39% |
Max Decline | -5.83% | -2.89% | -3.18% | -3.93% | -3.98% | -2.69% | -3.75% | -3.55% | -3.05% | -2.57% | -1.02% |
Avg Days to Max Decline | 12 | 7 | 4 | 8 | 7 | 8 | 12 | 10 | 9 | 5 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
Action | No | Yes | Yes | Yes | Yes | Yes | Not Yet |
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