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ScenarioSM Study for March Swiss Franc(CME) as of Jan 01, 2019 | ||||||||||||
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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 | 34 | 38 | 40 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 13 | 16 | 21 | 19 | 22 | 28 | 22 | 19 | 24 | 16 | 22 | |
Exceeded High | 12 | 11 | 15 | 17 | 18 | 25 | 14 | 15 | 19 | 12 | 10 | |
Scenario Percentage | 92% | 69% | 71% | 89% | 82% | 89% | 64% | 79% | 79% | 75% | 45% | |
Avg Max Increase | 3.19% | 5.41% | 6.45% | 5.89% | 5.73% | 4.09% | 5.11% | 5.52% | 3.98% | 5.26% | 3.21% | |
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 | 17 | 19 | 19 | 21 | 17 | 18 | 20 | 17 | 15 | 14 | 11 | |
Avg Max Decline | -1.44% | -0.58% | -0.87% | -1.68% | -1.13% | -1.42% | -0.81% | -1.24% | -1.83% | -1.07% | -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 | 6 | 7 | 14 | 7 | 10 | 4 | 7 | 9 | 8 | 3 | |
2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | No | Yes | Yes | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.