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ScenarioSM Study for March Canadian Dollar(CME) as of Jan 01, 2010 | |||||||||||
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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 | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
Tested Years | 30 | 32 | 32 | 33 | 33 | 33 | 33 | 33 | 33 | 33 | 33 |
Closed Higher | 19 | 15 | 20 | 14 | 20 | 22 | 16 | 12 | 17 | 11 | 16 |
Exceeded High | 17 | 8 | 14 | 9 | 17 | 16 | 11 | 11 | 15 | 10 | 10 |
Scenario Percentage | 89% | 53% | 70% | 64% | 85% | 73% | 69% | 92% | 88% | 91% | 62% |
Avg Max Increase | 2.10% | 2.39% | 1.91% | 3.18% | 2.82% | 2.66% | 2.04% | 1.86% | 1.91% | 1.77% | 1.53% |
Max Increase | 7.91% | 4.44% | 3.96% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 2.98% |
Avg Days To Max Increase | 21 | 18 | 22 | 22 | 18 | 16 | 14 | 20 | 17 | 9 | 10 |
Avg Max Decline | -0.62% | -0.65% | -0.50% | -0.25% | -0.49% | -0.41% | -0.47% | -1.04% | -0.74% | -0.74% | -0.29% |
Max Decline | -2.05% | -1.45% | -1.87% | -0.69% | -2.56% | -2.06% | -2.24% | -3.31% | -4.63% | -2.04% | -1.31% |
Avg Days to Max Decline | 9 | 10 | 10 | 10 | 5 | 8 | 3 | 14 | 8 | 8 | 2 |
2009 Contract Condition | Yes | Yes | Yes | Yes | |||||||
Action | Yes | No | No | Yes |
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.