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ScenarioSM Study for December Japanese Yen(CME) as of Dec 30, 2011 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 26 | 29 | 31 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | |
Closed Higher | 8 | 16 | 13 | 16 | 13 | 16 | 15 | 20 | 19 | 17 | 17 | |
Exceeded High | 6 | 12 | 9 | 12 | 12 | 11 | 13 | 16 | 17 | 13 | 7 | |
Scenario Percentage | 75% | 75% | 69% | 75% | 92% | 69% | 87% | 80% | 89% | 76% | 41% | |
Avg Max Increase | 5.29% | 6.25% | 4.74% | 4.26% | 4.86% | 4.67% | 4.65% | 5.87% | 6.88% | 3.86% | 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 | 18 | 16 | 19 | 13 | 17 | 15 | 19 | 17 | 18 | 12 | 9 | |
Avg Max Decline | -1.65% | -0.54% | -1.16% | -0.83% | -1.41% | -1.07% | -1.64% | -1.27% | -0.60% | -0.84% | -0.39% | |
Max Decline | -5.83% | -2.89% | -3.18% | -3.93% | -3.98% | -2.69% | -3.94% | -3.76% | -3.05% | -2.57% | -1.02% | |
Avg Days to Max Decline | 13 | 6 | 4 | 9 | 7 | 8 | 10 | 14 | 8 | 4 | 2 | |
2011 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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