|
ScenarioSM Study for December Swiss Franc(CME) as of Jan 01, 2016 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 34 | 36 | 39 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | |
Closed Higher | 13 | 18 | 17 | 18 | 17 | 22 | 17 | 21 | 27 | 22 | 18 | |
Exceeded High | 10 | 13 | 13 | 15 | 11 | 17 | 16 | 18 | 23 | 14 | 13 | |
Scenario Percentage | 77% | 72% | 76% | 83% | 65% | 77% | 94% | 86% | 85% | 64% | 72% | |
Avg Max Increase | 5.62% | 4.05% | 5.00% | 3.24% | 6.66% | 6.77% | 6.22% | 5.73% | 4.21% | 4.39% | 2.12% | |
Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 18.56% | 18.03% | 11.77% | 11.82% | 9.17% | 3.97% | |
Avg Days To Max Increase | 18 | 19 | 17 | 16 | 19 | 15 | 22 | 17 | 18 | 12 | 7 | |
Avg Max Decline | -0.72% | -1.39% | -1.51% | -1.56% | -0.77% | -0.71% | -1.82% | -1.34% | -1.29% | -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 | 10 | 7 | 6 | 10 | 8 | 7 | 14 | 7 | 10 | 4 | 3 | |
2015 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
Action | No | Yes | No | No |
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