|
ScenarioSM Study for June Swiss Franc(CME) as of Nov 09, 2020 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 34 | 36 | 40 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 11 | 21 | 24 | 22 | 20 | 26 | 17 | 21 | 21 | 20 | 20 | |
Exceeded High | 10 | 18 | 22 | 13 | 16 | 21 | 14 | 15 | 17 | 16 | 13 | |
Scenario Percentage | 91% | 86% | 92% | 59% | 80% | 81% | 82% | 71% | 81% | 80% | 65% | |
Avg Max Increase | 6.46% | 5.13% | 3.80% | 5.06% | 5.25% | 3.65% | 4.97% | 4.18% | 4.29% | 2.73% | 1.77% | |
Max Increase | 18.85% | 12.61% | 11.13% | 12.27% | 11.00% | 11.11% | 14.44% | 10.82% | 8.87% | 4.65% | 3.87% | |
Avg Days To Max Increase | 21 | 17 | 18 | 23 | 18 | 14 | 18 | 20 | 17 | 9 | 6 | |
Avg Max Decline | -0.98% | -0.99% | -1.01% | -0.50% | -1.09% | -1.59% | -1.28% | -1.62% | -1.52% | -1.32% | -0.40% | |
Max Decline | -2.35% | -4.88% | -4.15% | -1.86% | -4.07% | -4.46% | -3.00% | -7.31% | -3.91% | -5.56% | -1.20% | |
Avg Days to Max Decline | 11 | 10 | 11 | 5 | 8 | 8 | 13 | 10 | 9 | 5 | 2 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | Yes | Yes | Yes | Yes |
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