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MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(IMM) as of Sep 24, 2001
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 4 4 4 9 10 12 15 15 15 15 15
Closed Higher 1 2 2 4 5 7 9 6 7 7 9
Exceeded High 1 1 2 3 5 5 8 6 6 7 6
Scenario Percentage 100% 50% 100% 75% 100% 71% 89% 100% 86% 100% 67%
Avg Max Increase 3.37% 7.83% 1.85% 3.73% 4.65% 5.34% 4.16% 2.39% 3.25% 2.88% 1.83%
Max Increase 3.37% 7.83% 2.09% 5.30% 9.71% 9.56% 9.28% 6.14% 6.46% 5.75% 2.67%
Avg Days To Max Increase 18 5 9 20 18 19 16 11 16 14 11
Avg Max Decline -0.11% 1.51% -0.31% 0.38% -0.32% -0.79% -0.34% -0.41% -0.95% -0.82% -0.38%
Max Decline -0.11% 1.51% -0.39% 0.00% -1.71% -1.82% -1.69% -1.44% -2.00% -1.61% -1.12%
Avg Days to Max Decline 3 1 4 5 15 4 2 5 8 9 3
2001 Contract Condition   Yes Yes       Yes   Yes   Yes
Action   Yes Yes       Yes   Yes   Not Yet
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 4 4 4 9 10 12 15 15 15 15 15
Closed Lower 3 2 2 5 5 5 6 9 8 8 6
Penetrated Low 3 2 1 4 4 4 6 8 4 6 3
Scenario Percentage 100% 100% 50% 80% 80% 80% 100% 89% 50% 75% 50%
Avg Max Decline 3.54% 4.06% 2.66% 5.51% 5.33% 4.46% 4.70% 2.47% 5.42% 4.76% 4.01%
Max Decline 7.59% 7.05% 2.66% 11.67% 8.85% 6.91% 10.19% 6.31% 11.68% 9.88% 5.78%
Avg Days To Max Decline 20 18 8 16 19 14 21 13 15 18 11
Avg Max Increase -1.47% -2.38% -0.02% -0.47% -0.64% -0.24% -1.38% -0.91% -1.19% -0.83% 0.09%
Max Increase -1.54% -4.75% -0.02% -0.93% -0.89% -1.45% -2.27% -4.92% -2.41% -2.48% -0.19%
Avg Days to Max Increase 8 22 2 2 8 10 12 7 12 8 2
2001 Contract Condition Yes     Yes Yes Yes   Yes   Yes  
Action Yes     Yes Yes Yes   Yes   Not Yet  
High 54.73 53.12 56.06 57.15 55.44 52.87 51.85 53.10 52.93 51.70 53.85
Low 52.10 51.27 53.80 54.31 52.26 48.52 47.90 50.28 50.40 50.20 50.83
Close/Last 52.41 53.00 55.98 54.93 52.55 48.52 51.21 50.45 50.84 50.79 52.97