|
ScenarioSM Study for September Swiss Franc(CME) as of Jan 01, 2018 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 28 | 37 | 41 | 42 | 42 | 43 | 43 | 43 | 43 | 43 | 43 | |
Closed Higher | 14 | 16 | 23 | 15 | 21 | 21 | 20 | 18 | 25 | 18 | 22 | |
Exceeded High | 8 | 12 | 19 | 12 | 15 | 17 | 17 | 12 | 19 | 17 | 14 | |
Scenario Percentage | 57% | 75% | 83% | 80% | 71% | 81% | 85% | 67% | 76% | 94% | 64% | |
Avg Max Increase | 3.64% | 5.40% | 3.51% | 5.20% | 4.13% | 4.30% | 3.32% | 6.33% | 6.29% | 4.43% | 2.78% | |
Max Increase | 5.72% | 11.22% | 11.41% | 14.48% | 10.90% | 8.85% | 9.51% | 14.97% | 18.98% | 11.71% | 6.57% | |
Avg Days To Max Increase | 17 | 17 | 14 | 19 | 21 | 16 | 17 | 20 | 15 | 12 | 9 | |
Avg Max Decline | -0.28% | -0.96% | -1.37% | -1.06% | -1.46% | -1.50% | -1.60% | -0.93% | -0.78% | -1.46% | -0.64% | |
Max Decline | -1.86% | -4.06% | -4.22% | -2.92% | -7.41% | -3.95% | -6.04% | -2.46% | -2.75% | -3.70% | -2.58% | |
Avg Days to Max Decline | 3 | 7 | 9 | 12 | 10 | 9 | 8 | 8 | 7 | 7 | 2 | |
2017 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
Action | Yes | Yes | Yes | Yes | Yes | Not Yet |
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