|
ScenarioSM Study for June Swiss Franc(CME) as of Jan 21, 2022 | ||||||||||||
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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 | 12 | 21 | 24 | 22 | 21 | 26 | 16 | 20 | 20 | 20 | 20 | |
Exceeded High | 11 | 18 | 22 | 14 | 17 | 21 | 13 | 14 | 16 | 16 | 13 | |
Scenario Percentage | 92% | 86% | 92% | 64% | 81% | 81% | 81% | 70% | 80% | 80% | 65% | |
Avg Max Increase | 5.99% | 5.05% | 3.80% | 4.98% | 5.13% | 3.55% | 5.14% | 4.36% | 4.39% | 2.58% | 1.57% | |
Max Increase | 18.85% | 12.61% | 11.13% | 12.27% | 11.00% | 11.11% | 14.44% | 10.82% | 8.87% | 4.63% | 3.87% | |
Avg Days To Max Increase | 19 | 16 | 18 | 23 | 17 | 14 | 18 | 20 | 16 | 10 | 6 | |
Avg Max Decline | -0.99% | -0.86% | -1.01% | -0.49% | -1.03% | -1.60% | -1.39% | -1.66% | -1.60% | -1.28% | -0.45% | |
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 | 10 | 9 | 11 | 5 | 7 | 8 | 11 | 11 | 9 | 5 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes |
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