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ScenarioSM Study for June Australian Dollar(CME) as of May 20, 2024 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
Tested Years | 25 | 25 | 26 | 31 | 33 | 33 | 35 | 37 | 37 | 37 | 37 | |
Closed Higher | 12 | 7 | 13 | 21 | 17 | 18 | 15 | 24 | 19 | 23 | 15 | |
Exceeded High | 10 | 6 | 11 | 15 | 15 | 13 | 10 | 20 | 16 | 19 | 12 | |
Scenario Percentage | 83% | 86% | 85% | 71% | 88% | 72% | 67% | 83% | 84% | 83% | 80% | |
Avg Max Increase | 3.26% | 4.98% | 4.77% | 4.07% | 3.45% | 3.27% | 3.47% | 5.21% | 4.71% | 4.22% | 2.02% | |
Max Increase | 8.04% | 10.62% | 9.22% | 7.84% | 8.54% | 7.74% | 6.06% | 15.17% | 15.68% | 13.56% | 6.08% | |
Avg Days To Max Increase | 16 | 19 | 18 | 19 | 13 | 18 | 14 | 20 | 17 | 9 | 5 | |
Avg Max Decline | -2.24% | -1.37% | -0.95% | -0.81% | -0.83% | -1.47% | -0.43% | -1.53% | -0.85% | -0.79% | -0.38% | |
Max Decline | -8.29% | -2.11% | -2.61% | -1.88% | -4.15% | -3.97% | -1.12% | -5.42% | -2.35% | -2.30% | -1.19% | |
Avg Days to Max Decline | 18 | 3 | 7 | 9 | 8 | 11 | 7 | 10 | 5 | 4 | 2 | |
2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | No | Yes | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.