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| ScenarioSM Study for December Japanese Yen(CME) as of Oct 29, 2021 | ||||||||||||
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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 | 35 | 38 | 40 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | 44 | |
| Closed Higher | 14 | 21 | 16 | 20 | 18 | 21 | 20 | 24 | 23 | 19 | 19 | |
| Exceeded High | 9 | 16 | 12 | 15 | 15 | 14 | 18 | 17 | 19 | 14 | 6 | |
| Scenario Percentage | 64% | 76% | 75% | 75% | 83% | 67% | 90% | 71% | 83% | 74% | 32% | |
| Avg Max Increase | 4.33% | 5.77% | 4.46% | 4.16% | 4.11% | 4.23% | 3.91% | 5.67% | 6.35% | 3.60% | 3.18% | |
| 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 | 17 | 19 | 14 | 16 | 16 | 17 | 17 | 17 | 13 | 7 | |
| Avg Max Decline | -1.50% | -0.68% | -0.96% | -1.05% | -1.22% | -1.19% | -1.56% | -1.22% | -0.59% | -0.83% | -0.47% | |
| 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 | 1 | |
| 2021 Contract Condition | Yes | Yes | ||||||||||
| Action | No | Yes | ||||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
