|
ScenarioSM Study for September Swiss Franc(CME) as of Dec 27, 2023 | ||||||||||||
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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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 33 | 41 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 19 | 27 | 16 | 20 | 20 | 20 | 19 | 27 | 19 | 21 | |
Exceeded High | 11 | 15 | 23 | 13 | 15 | 16 | 17 | 14 | 20 | 17 | 15 | |
Scenario Percentage | 69% | 79% | 85% | 81% | 75% | 80% | 85% | 74% | 74% | 89% | 71% | |
Avg Max Increase | 3.22% | 4.50% | 2.68% | 4.24% | 4.03% | 4.48% | 3.11% | 5.14% | 5.51% | 3.86% | 2.65% | |
Max Increase | 5.72% | 10.16% | 9.78% | 14.48% | 10.90% | 8.85% | 9.51% | 14.97% | 18.98% | 11.71% | 6.57% | |
Avg Days To Max Increase | 18 | 17 | 13 | 17 | 19 | 14 | 16 | 20 | 15 | 12 | 10 | |
Avg Max Decline | -0.37% | -0.89% | -1.33% | -1.28% | -1.41% | -1.61% | -1.56% | -1.15% | -1.00% | -1.42% | -0.65% | |
Max Decline | -1.86% | -4.06% | -4.22% | -2.92% | -7.41% | -3.95% | -6.04% | -4.56% | -3.59% | -3.70% | -2.58% | |
Avg Days to Max Decline | 5 | 9 | 9 | 11 | 10 | 9 | 7 | 8 | 6 | 7 | 2 | |
2023 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet |
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