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| ScenarioSM Study for December Swiss Franc(CME) as of Jan 01, 2010 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 28 | 30 | 33 | 35 | 35 | 35 | 35 | 35 | 35 | 35 | 35 |
| Closed Higher | 10 | 15 | 15 | 14 | 16 | 16 | 14 | 18 | 24 | 20 | 17 |
| Exceeded High | 8 | 11 | 11 | 11 | 10 | 14 | 13 | 16 | 20 | 13 | 12 |
| Scenario Percentage | 80% | 73% | 73% | 79% | 62% | 88% | 93% | 89% | 83% | 65% | 71% |
| Avg Max Increase | 6.66% | 4.06% | 5.14% | 3.63% | 6.45% | 6.46% | 6.07% | 5.78% | 4.47% | 4.53% | 2.11% |
| Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 16.98% | 18.03% | 11.77% | 11.82% | 9.17% | 3.97% |
| Avg Days To Max Increase | 19 | 19 | 17 | 17 | 18 | 16 | 22 | 17 | 18 | 12 | 6 |
| Avg Max Decline | -0.84% | -1.47% | -1.66% | -1.31% | -0.84% | -0.77% | -1.85% | -1.40% | -1.38% | -0.75% | -0.52% |
| Max Decline | -2.60% | -7.48% | -3.53% | -5.96% | -2.27% | -2.40% | -7.31% | -5.63% | -4.51% | -1.81% | -2.23% |
| Avg Days to Max Decline | 11 | 7 | 7 | 10 | 7 | 7 | 14 | 7 | 10 | 3 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | ||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Not Yet | ||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
