|
ScenarioSM Study for December Japanese Yen(CME) as of Jun 08, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 34 | 37 | 39 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 14 | 20 | 16 | 20 | 18 | 21 | 19 | 24 | 22 | 18 | 18 | |
Exceeded High | 9 | 15 | 12 | 15 | 15 | 14 | 17 | 17 | 18 | 13 | 7 | |
Scenario Percentage | 64% | 75% | 75% | 75% | 83% | 67% | 89% | 71% | 82% | 72% | 39% | |
Avg Max Increase | 4.33% | 5.77% | 4.46% | 4.16% | 4.11% | 4.23% | 4.04% | 5.67% | 6.58% | 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 | 18 | 19 | 14 | 16 | 16 | 17 | 17 | 17 | 12 | 9 | |
Avg Max Decline | -1.50% | -0.69% | -0.96% | -1.05% | -1.22% | -1.19% | -1.59% | -1.22% | -0.59% | -0.84% | -0.39% | |
Max Decline | -5.83% | -2.89% | -3.18% | -4.12% | -3.98% | -2.69% | -3.94% | -3.76% | -3.05% | -2.57% | -1.02% | |
Avg Days to Max Decline | 13 | 7 | 7 | 10 | 6 | 12 | 10 | 13 | 8 | 4 | 2 | |
2019 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | Yes | Yes | No |
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