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MRCI's ScenarioSM Study
ScenarioSM Study for June Australian Dollar(IMM) as of May 31, 2002
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 3 3 4 9 11 11 13 15 15 15 15
Closed Higher     2 5 6 7 5 8 9 9 6
Exceeded High     2 4 5 5 4 7 6 8 4
Scenario Percentage     100% 80% 83% 71% 80% 88% 67% 89% 67%
Avg Max Increase     4.97% 3.45% 3.20% 2.76% 3.10% 4.34% 4.98% 3.49% 1.11%
Max Increase     8.43% 4.71% 8.05% 7.74% 5.53% 9.06% 9.60% 7.57% 1.59%
Avg Days To Max Increase     11 14 15 18 15 21 20 10 4
Avg Max Decline     -0.07% -0.75% -0.39% -1.28% 0.08% -0.39% -0.83% -0.43% 0.17%
Max Decline     -0.62% -1.35% -0.98% -3.50% -0.23% -2.66% -1.83% -1.71% -0.09%
Avg Days to Max Decline     3 8 2 8 4 10 8 3 1
2002 Contract Condition   Yes   Yes Yes     Yes Yes Yes Yes
Action   No   Yes Yes     Yes Yes Yes  
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 3 3 4 9 11 11 13 15 15 15 15
Closed Lower 3 3 2 4 5 4 8 7 6 6 9
Penetrated Low 3 1 2 4 3 3 5 5 5 6 6
Scenario Percentage 100% 33% 100% 100% 60% 75% 63% 71% 83% 100% 67%
Avg Max Decline 6.56% 9.94% 6.12% 3.02% 3.82% 3.01% 5.15% 4.43% 4.10% 4.59% 2.43%
Max Decline 8.73% 9.94% 6.48% 7.62% 7.24% 4.74% 11.76% 9.22% 6.98% 10.03% 6.17%
Avg Days To Max Decline 24 25 24 21 18 13 16 15 15 13 7
Avg Max Increase -1.16% 0.07% -1.21% -1.34% -2.14% -0.21% -0.72% -0.70% -0.71% -1.24% 0.30%
Max Increase -1.92% 0.07% -1.76% -1.55% -4.82% -0.76% -1.15% -1.13% -1.82% -2.29% -0.51%
Avg Days to Max Increase 8 1 9 7 16 2 2 6 18 6 2
2002 Contract Condition Yes   Yes     Yes Yes        
Action Yes   No     No No        
High 51.26 53.06 51.71 51.02 51.76 51.50 51.98 51.50 53.20 54.35 56.55
Low 49.87 50.71 47.78 48.94 50.31 49.98 50.14 50.32 51.35 52.31 53.36
Close/Last 50.31 52.46 48.55 49.79 51.63 50.47 50.21 51.37 53.09 53.64 56.33