|
ScenarioSM Study for March Swiss Franc(CME) as of Jan 01, 2016 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 31 | 35 | 37 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | 40 | |
Closed Higher | 11 | 15 | 18 | 18 | 20 | 27 | 22 | 18 | 22 | 14 | 21 | |
Exceeded High | 10 | 10 | 14 | 16 | 18 | 24 | 14 | 14 | 17 | 11 | 10 | |
Scenario Percentage | 91% | 67% | 78% | 89% | 90% | 89% | 64% | 78% | 77% | 79% | 48% | |
Avg Max Increase | 3.29% | 5.74% | 6.81% | 6.17% | 5.73% | 4.21% | 5.11% | 5.53% | 3.92% | 5.30% | 2.85% | |
Max Increase | 8.78% | 11.71% | 18.21% | 18.60% | 12.10% | 11.46% | 12.15% | 10.90% | 10.55% | 13.30% | 9.13% | |
Avg Days To Max Increase | 16 | 19 | 19 | 21 | 17 | 18 | 20 | 17 | 15 | 14 | 10 | |
Avg Max Decline | -1.54% | -0.54% | -0.85% | -1.69% | -1.13% | -1.35% | -0.81% | -1.23% | -1.81% | -1.01% | -0.84% | |
Max Decline | -5.72% | -2.32% | -2.99% | -7.22% | -5.77% | -4.34% | -1.92% | -4.09% | -4.56% | -2.70% | -2.07% | |
Avg Days to Max Decline | 9 | 5 | 6 | 14 | 7 | 9 | 4 | 7 | 8 | 8 | 3 | |
2015 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | No | Not Yet |
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