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MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(IMM) as of Oct 04, 2002
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 5 5 5 10 11 13 16 16 16 16 16
Closed Higher 2 3 2 4 6 8 10 7 7 7 10
Exceeded High 2 2 2 3 6 6 9 7 6 7 6
Scenario Percentage 100% 67% 100% 75% 100% 75% 90% 100% 86% 100% 60%
Avg Max Increase 3.63% 4.25% 1.85% 3.73% 4.78% 5.57% 4.54% 2.34% 3.25% 2.86% 1.81%
Max Increase 3.89% 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 22 7 9 20 19 21 17 13 16 14 11
Avg Max Decline 0.47% -0.85% -0.31% 0.38% -0.21% -0.85% -0.35% -0.63% -0.95% -0.82% -0.38%
Max Decline -0.11% -3.21% -0.39% 0.00% -1.71% -1.82% -1.69% -1.97% -2.00% -1.61% -1.12%
Avg Days to Max Decline 2 10 4 5 13 4 2 6 8 9 3
2002 Contract Condition Yes Yes     Yes Yes Yes Yes     Yes
Action Yes Yes     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 5 5 5 10 11 13 16 16 16 16 16
Closed Lower 3 2 3 6 5 5 6 9 9 9 6
Penetrated Low 3 2 1 4 4 4 6 8 5 7 3
Scenario Percentage 100% 100% 33% 67% 80% 80% 100% 89% 56% 78% 50%
Avg Max Decline 3.54% 4.06% 2.66% 5.51% 5.33% 4.46% 4.70% 2.47% 5.61% 4.49% 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 13 16 11
Avg Max Increase -1.47% -2.38% -0.02% -0.47% -0.64% -0.24% -1.38% -0.91% -1.18% -0.71% 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 7 2
2002 Contract Condition     Yes Yes         Yes Yes  
Action     No No         Yes Yes  
High 50.80 51.50 51.13 51.70 51.16 52.75 53.86 56.30 57.33 56.65 55.38
Low 48.74 50.09 49.71 49.86 50.11 51.25 52.15 53.01 55.10 53.20 52.43
Close/Last 49.57 51.36 50.20 49.93 51.07 52.75 53.27 56.21 56.00 53.97 55.00