MRCI Online
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| ScenarioSM Study for June Australian Dollar(CME) as of Dec 30, 2016 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 18 | 18 | 19 | 24 | 26 | 26 | 28 | 30 | 30 | 30 | 30 | |
| Closed Higher | 7 | 6 | 10 | 18 | 14 | 13 | 11 | 21 | 17 | 21 | 11 | |
| Exceeded High | 6 | 5 | 8 | 13 | 12 | 9 | 8 | 18 | 14 | 17 | 9 | |
| Scenario Percentage | 86% | 83% | 80% | 72% | 86% | 69% | 73% | 86% | 82% | 81% | 82% | |
| Avg Max Increase | 3.95% | 5.94% | 5.87% | 3.94% | 3.29% | 3.22% | 3.87% | 5.43% | 5.11% | 4.09% | 1.70% | |
| 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 | 22 | 22 | 17 | 19 | 14 | 18 | 15 | 21 | 18 | 9 | 5 | |
| Avg Max Decline | -2.88% | -1.58% | -0.61% | -0.66% | -0.89% | -1.50% | -0.37% | -1.50% | -0.91% | -0.73% | -0.35% | |
| Max Decline | -8.29% | -2.11% | -1.95% | -1.60% | -4.15% | -3.97% | -1.05% | -5.42% | -2.35% | -1.99% | -1.19% | |
| Avg Days to Max Decline | 26 | 3 | 5 | 8 | 8 | 11 | 4 | 9 | 6 | 4 | 2 | |
| 2016 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
