MRCI Online
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| ScenarioSM Study for June Australian Dollar(CME) as of Jan 01, 2013 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 14 | 14 | 15 | 20 | 22 | 22 | 24 | 26 | 26 | 26 | 26 | |
| Closed Higher | 6 | 5 | 8 | 14 | 12 | 12 | 10 | 18 | 14 | 19 | 10 | |
| Exceeded High | 5 | 4 | 7 | 11 | 10 | 9 | 8 | 15 | 11 | 15 | 8 | |
| Scenario Percentage | 83% | 80% | 88% | 79% | 83% | 75% | 80% | 83% | 79% | 79% | 80% | |
| Avg Max Increase | 4.58% | 7.30% | 6.11% | 4.15% | 3.56% | 3.22% | 3.87% | 5.16% | 5.95% | 4.32% | 1.77% | |
| Max Increase | 8.04% | 10.62% | 9.22% | 7.04% | 8.54% | 7.74% | 6.06% | 15.17% | 15.68% | 13.56% | 3.48% | |
| Avg Days To Max Increase | 24 | 27 | 16 | 21 | 16 | 18 | 15 | 21 | 19 | 9 | 6 | |
| Avg Max Decline | -2.92% | -1.82% | -0.70% | -0.61% | -1.10% | -1.50% | -0.37% | -1.53% | -0.83% | -0.65% | -0.30% | |
| Max Decline | -8.29% | -2.11% | -1.95% | -1.58% | -4.15% | -3.97% | -1.05% | -5.42% | -1.83% | -1.99% | -1.19% | |
| Avg Days to Max Decline | 24 | 4 | 6 | 7 | 7 | 11 | 4 | 9 | 6 | 4 | 2 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | No | No | 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.
