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| ScenarioSM Study for June British Pound(CME) as of Jan 01, 2019 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 26 | 29 | 33 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | 43 | |
| Closed Higher | 17 | 10 | 18 | 22 | 18 | 23 | 17 | 22 | 21 | 29 | 14 | |
| Exceeded High | 13 | 8 | 13 | 17 | 15 | 16 | 11 | 16 | 18 | 17 | 9 | |
| Scenario Percentage | 76% | 80% | 72% | 77% | 83% | 70% | 65% | 73% | 86% | 59% | 64% | |
| Avg Max Increase | 2.68% | 4.77% | 4.57% | 3.80% | 3.93% | 3.18% | 3.00% | 3.60% | 3.75% | 3.30% | 1.89% | |
| Max Increase | 6.12% | 9.64% | 14.16% | 10.02% | 9.10% | 7.63% | 8.23% | 9.18% | 12.92% | 12.45% | 3.32% | |
| Avg Days To Max Increase | 17 | 18 | 17 | 14 | 18 | 16 | 15 | 18 | 21 | 15 | 9 | |
| Avg Max Decline | -1.62% | -0.49% | -0.66% | -0.66% | -1.00% | -0.48% | -0.66% | -0.98% | -1.38% | -0.89% | -0.50% | |
| Max Decline | -8.30% | -1.45% | -2.05% | -2.93% | -3.72% | -1.86% | -2.15% | -2.69% | -5.11% | -3.35% | -1.16% | |
| Avg Days to Max Decline | 10 | 8 | 14 | 7 | 9 | 5 | 8 | 7 | 8 | 9 | 3 | |
| 2018 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | No | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
