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MRCI's ScenarioSM Study
ScenarioSM Study for June Australian Dollar(CME) as of Mar 31, 2006
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 7 7 8 13 15 15 17 19 19 19 19
Closed Higher 1 4 4 9 10 9 7 12 10 12 8
Exceeded High 1 3 4 8 8 7 6 10 7 10 6
Scenario Percentage 100% 75% 100% 89% 80% 78% 86% 83% 70% 83% 75%
Avg Max Increase 4.67% 6.19% 6.52% 4.15% 3.94% 3.24% 3.79% 4.07% 5.27% 4.29% 1.49%
Max Increase 4.67% 9.57% 9.20% 7.04% 8.54% 7.74% 5.56% 9.06% 9.60% 7.57% 2.53%
Avg Days To Max Increase 30 29 16 19 17 18 14 21 22 11 8
Avg Max Decline -1.42% -1.83% -0.27% -0.39% -0.61% -1.26% -0.24% -0.75% -0.92% -0.41% 0.06%
Max Decline -1.42% -2.11% -0.67% -1.35% -3.20% -3.50% -0.97% -3.24% -1.83% -1.71% -0.31%
Avg Days to Max Decline 40 5 3 8 4 11 4 9 8 2 2
2006 Contract Condition     Yes       Yes        
Action     No       No        
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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 7 7 8 13 15 15 17 19 19 19 19
Closed Lower 6 3 4 4 5 5 10 7 9 7 11
Penetrated Low 6 1 2 4 3 3 5 5 7 7 8
Scenario Percentage 100% 33% 50% 100% 60% 60% 50% 71% 78% 100% 73%
Avg Max Decline 4.83% 9.94% 6.12% 3.02% 3.82% 3.01% 5.15% 4.43% 4.70% 4.67% 6.88%
Max Decline 8.73% 9.94% 6.48% 7.62% 7.24% 4.74% 11.76% 9.22% 10.25% 10.03% 24.34%
Avg Days To Max Decline 16 25 24 21 18 13 16 15 16 13 8
Avg Max Increase -1.79% 0.07% -1.21% -1.34% -2.14% -0.21% -0.72% -0.70% -0.83% -1.32% -0.08%
Max Increase -5.47% 0.07% -1.76% -1.55% -4.82% -0.76% -1.15% -1.13% -1.82% -2.29% -2.03%
Avg Days to Max Increase 10 1 9 7 16 2 2 6 18 6 3
2006 Contract Condition Yes Yes   Yes Yes Yes   Yes Yes    
Action No No   Yes Yes No   Yes Not Yet    
High 75.39 76.43 76.54 75.67 73.90 75.48 75.48 75.20 74.69    
Low 72.66 73.96 74.79 74.21 72.33 72.04 73.55 73.31 70.22    
Close/Last 74.69 74.52 75.49 74.23 73.52 73.08 75.48 74.14 71.57