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MRCI's ScenarioSM Study
ScenarioSM Study for June Australian Dollar(CME) as of May 29, 2003
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 4 4 5 10 12 12 14 16 16 16 16
Closed Higher   1 2 6 7 7 5 9 10 10 7
Exceeded High     2 5 6 5 4 8 7 9 5
Scenario Percentage   0% 100% 83% 86% 71% 80% 89% 70% 90% 71%
Avg Max Increase     4.97% 3.55% 2.78% 2.76% 3.10% 4.52% 5.27% 3.92% 1.20%
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 16 14 18 15 22 22 10 4
Avg Max Decline     -0.07% -0.39% -0.86% -1.28% 0.08% -0.35% -0.92% -0.44% 0.13%
Max Decline     -0.62% -1.35% -3.20% -3.50% -0.23% -2.66% -1.83% -1.71% -0.09%
Avg Days to Max Decline     3 7 5 8 4 9 8 2 2
2003 Contract Condition   Yes   Yes Yes   Yes Yes   Yes Yes
Action   Yes   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 4 4 5 10 12 12 14 16 16 16 16
Closed Lower 4 3 3 4 5 5 9 7 6 6 9
Penetrated Low 4 1 2 4 3 3 5 5 5 6 6
Scenario Percentage 100% 33% 67% 100% 60% 60% 56% 71% 83% 100% 67%
Avg Max Decline 6.18% 9.94% 6.12% 3.02% 3.82% 3.01% 5.15% 4.43% 4.10% 4.56% 2.40%
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 23 25 24 21 18 13 16 15 15 12 6
Avg Max Increase -2.24% 0.07% -1.21% -1.34% -2.14% -0.21% -0.72% -0.70% -0.71% -1.24% 0.30%
Max Increase -5.47% 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 10 1 9 7 16 2 2 6 18 6 2
2003 Contract Condition Yes   Yes           Yes    
Action Yes   No           Not Yet    
High 55.18 54.06 54.00 54.78 55.51 55.76 58.50 60.29 61.28 62.44 66.00
Low 51.94 51.20 52.88 53.13 54.64 54.91 55.50 57.58 58.32 58.95 62.33
Close/Last 52.65 53.71 53.06 54.47 55.02 55.02 58.05 60.27 59.87 62.43 65.02