|
ScenarioSM Study for December Swiss Franc(CME) as of Jun 08, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 38 | 40 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 15 | 19 | 19 | 19 | 20 | 25 | 18 | 23 | 28 | 23 | 20 | |
Exceeded High | 12 | 14 | 15 | 16 | 14 | 19 | 17 | 19 | 24 | 14 | 15 | |
Scenario Percentage | 80% | 74% | 79% | 84% | 70% | 76% | 94% | 83% | 86% | 61% | 75% | |
Avg Max Increase | 4.79% | 4.08% | 4.61% | 3.26% | 5.62% | 6.17% | 5.94% | 5.51% | 4.09% | 4.53% | 2.20% | |
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 | 18 | 19 | 17 | 17 | 19 | 15 | 21 | 17 | 17 | 12 | 8 | |
Avg Max Decline | -0.96% | -1.36% | -1.52% | -1.56% | -0.74% | -0.83% | -1.81% | -1.31% | -1.37% | -0.85% | -0.54% | |
Max Decline | -2.87% | -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 | 12 | 7 | 9 | 10 | 9 | 8 | 14 | 7 | 10 | 4 | 3 | |
2019 Contract Condition | Yes | Yes | Yes | |||||||||
Action | Yes | Yes | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.