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ScenarioSM Study for December Swiss Franc(CME) as of May 10, 2021 | ||||||||||||
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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 | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
Tested Years | 39 | 41 | 43 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
Closed Higher | 16 | 19 | 19 | 19 | 20 | 26 | 19 | 23 | 28 | 23 | 21 | |
Exceeded High | 13 | 14 | 15 | 16 | 15 | 20 | 18 | 18 | 24 | 15 | 16 | |
Scenario Percentage | 81% | 74% | 79% | 84% | 75% | 77% | 95% | 78% | 86% | 65% | 76% | |
Avg Max Increase | 4.69% | 4.08% | 4.61% | 3.26% | 5.65% | 6.11% | 5.69% | 5.73% | 4.09% | 4.33% | 2.02% | |
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 | 17 | 19 | 17 | 17 | 20 | 16 | 22 | 17 | 17 | 12 | 7 | |
Avg Max Decline | -1.06% | -1.36% | -1.52% | -1.56% | -0.71% | -0.80% | -1.77% | -1.19% | -1.37% | -0.82% | -0.52% | |
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 | 8 | 8 | 13 | 6 | 10 | 4 | 3 | |
2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
Action | Yes | Yes | Yes | Yes | No | Yes | Yes |
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