|
ScenarioSM Study for December Swiss Franc(CME) as of Jan 01, 2013 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 31 | 33 | 36 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
Closed Higher | 11 | 17 | 17 | 15 | 17 | 19 | 16 | 20 | 26 | 22 | 18 | |
Exceeded High | 9 | 12 | 13 | 12 | 11 | 16 | 15 | 18 | 22 | 14 | 13 | |
Scenario Percentage | 82% | 71% | 76% | 80% | 65% | 84% | 94% | 90% | 85% | 64% | 72% | |
Avg Max Increase | 6.23% | 4.34% | 5.00% | 3.70% | 6.66% | 7.19% | 6.48% | 5.73% | 4.32% | 4.53% | 2.35% | |
Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 18.56% | 18.03% | 11.77% | 11.82% | 9.17% | 5.00% | |
Avg Days To Max Increase | 19 | 20 | 17 | 18 | 19 | 16 | 21 | 17 | 18 | 12 | 8 | |
Avg Max Decline | -0.80% | -1.42% | -1.51% | -1.49% | -0.77% | -0.75% | -1.78% | -1.34% | -1.28% | -0.85% | -0.57% | |
Max Decline | -2.60% | -7.48% | -3.53% | -5.96% | -2.27% | -2.40% | -7.31% | -5.63% | -4.51% | -2.12% | -2.23% | |
Avg Days to Max Decline | 11 | 7 | 6 | 10 | 8 | 7 | 13 | 7 | 10 | 4 | 3 | |
2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | No | No | Yes | Yes | Yes | Yes |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Copyright © 2024 Moore Research Center, Inc. All Rights Reserved. | ||
www.mrci.com | sales@mrci.com | |
Phone: 541-525-0521 |