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| ScenarioSM Study for December Swiss Franc(CME) as of Jan 01, 2008 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | |||||||||||
| Tested Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 26 | 28 | 31 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
| Closed Higher | 9 | 14 | 13 | 14 | 15 | 15 | 13 | 17 | 23 | 19 | 16 |
| Exceeded High | 7 | 10 | 10 | 11 | 9 | 13 | 12 | 15 | 19 | 12 | 12 |
| Scenario Percentage | 78% | 71% | 77% | 79% | 60% | 87% | 92% | 88% | 83% | 63% | 75% |
| Avg Max Increase | 6.25% | 3.81% | 5.01% | 3.63% | 7.10% | 6.82% | 6.18% | 5.79% | 4.47% | 4.78% | 2.36% |
| Max Increase | 14.24% | 11.04% | 8.65% | 9.43% | 14.68% | 16.98% | 18.03% | 11.77% | 11.82% | 9.17% | 5.00% |
| Avg Days To Max Increase | 19 | 19 | 16 | 17 | 20 | 16 | 21 | 17 | 17 | 11 | 8 |
| Avg Max Decline | -0.59% | -1.67% | -1.56% | -1.31% | -0.89% | -0.72% | -1.85% | -1.42% | -1.40% | -0.74% | -0.52% |
| Max Decline | -1.32% | -7.48% | -3.53% | -5.96% | -2.27% | -2.40% | -7.31% | -5.63% | -4.51% | -1.81% | -2.23% |
| Avg Days to Max Decline | 10 | 8 | 5 | 10 | 8 | 7 | 14 | 8 | 11 | 3 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | No | Yes | Yes | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
