|
ScenarioSM Study for September EuroFX(CME) as of Jan 21, 2022 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
Tested Month | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
Tested Years | 21 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
Closed Higher | 10 | 9 | 14 | 8 | 10 | 10 | 12 | 9 | 13 | 12 | 11 | |
Exceeded High | 9 | 7 | 10 | 7 | 8 | 9 | 10 | 7 | 9 | 10 | 6 | |
Scenario Percentage | 90% | 78% | 71% | 88% | 80% | 90% | 83% | 78% | 69% | 83% | 55% | |
Avg Max Increase | 3.38% | 4.67% | 2.82% | 2.78% | 3.97% | 5.28% | 3.42% | 4.30% | 4.02% | 2.30% | 1.94% | |
Max Increase | 7.08% | 9.54% | 4.49% | 6.78% | 7.66% | 9.76% | 11.14% | 9.75% | 8.77% | 5.54% | 3.35% | |
Avg Days To Max Increase | 22 | 19 | 11 | 18 | 21 | 20 | 16 | 17 | 19 | 10 | 6 | |
Avg Max Decline | -0.77% | -0.47% | -1.25% | -1.49% | -0.98% | -1.37% | -0.70% | -0.83% | -1.24% | -0.94% | -0.44% | |
Max Decline | -2.07% | -1.46% | -3.84% | -2.98% | -2.74% | -3.12% | -2.77% | -2.07% | -3.04% | -2.49% | -1.07% | |
Avg Days to Max Decline | 9 | 6 | 9 | 13 | 7 | 8 | 4 | 6 | 6 | 7 | 2 | |
2021 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
Action | Yes | Yes | Yes | No | Not Yet |
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.