MRCI Online
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| ScenarioSM Study for March Australian 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 | 10 | 10 | 11 | 19 | 19 | 20 | 22 | 22 | 22 | 22 | 23 |
| Closed Higher | 8 | 3 | 7 | 7 | 9 | 11 | 13 | 13 | 12 | 10 | 15 |
| Exceeded High | 8 | 3 | 5 | 7 | 8 | 9 | 12 | 10 | 9 | 9 | 10 |
| Scenario Percentage | 100% | 100% | 71% | 100% | 89% | 82% | 92% | 77% | 75% | 90% | 67% |
| Avg Max Increase | 3.38% | 3.16% | 2.93% | 2.81% | 4.04% | 4.57% | 4.26% | 3.66% | 3.94% | 3.30% | 1.86% |
| Max Increase | 7.72% | 4.57% | 5.30% | 5.49% | 10.05% | 9.77% | 8.20% | 8.64% | 9.59% | 6.19% | 2.79% |
| Avg Days To Max Increase | 19 | 7 | 12 | 15 | 18 | 15 | 17 | 15 | 20 | 12 | 10 |
| Avg Max Decline | -0.87% | -0.45% | -0.11% | -1.89% | -0.83% | -0.83% | -0.82% | -1.05% | -1.46% | -0.50% | -0.39% |
| Max Decline | -3.75% | -2.01% | -1.09% | -8.21% | -2.10% | -2.21% | -2.40% | -4.07% | -4.04% | -1.04% | -2.50% |
| Avg Days to Max Decline | 6 | 5 | 5 | 16 | 6 | 10 | 4 | 7 | 10 | 4 | 3 |
| 2009 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | No | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
