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MRCI's ScenarioSM Study
ScenarioSM Study for September Australian Dollar(CME) as of Oct 24, 2003
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 6 6 6 11 12 14 17 17 17 17 17
Closed Higher 3 4 2 5 7 8 11 8 8 7 11
Exceeded High 3 3 2 4 7 6 10 8 7 7 7
Scenario Percentage 100% 75% 100% 80% 100% 75% 91% 100% 88% 100% 64%
Avg Max Increase 3.20% 4.93% 1.85% 4.09% 4.61% 5.57% 4.87% 2.66% 3.05% 2.85% 1.90%
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 20 12 9 16 20 21 17 11 14 13 10
Avg Max Decline 0.41% -0.63% -0.31% 0.08% -0.64% -0.85% -0.28% -0.59% -0.75% -0.82% -0.61%
Max Decline -0.11% -3.21% -0.39% -0.82% -3.23% -1.82% -1.69% -1.97% -2.00% -1.61% -2.01%
Avg Days to Max Decline 10 8 4 4 14 4 2 6 7 9 3
2003 Contract Condition Yes Yes   Yes Yes   Yes Yes Yes   Yes
Action Yes Yes   Yes Yes   Yes Yes Yes   Yes
Copyright © 2003 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 6 6 6 11 12 14 17 17 17 17 17
Closed Lower 3 2 4 6 5 6 6 9 9 10 6
Penetrated Low 3 2 1 4 4 4 6 8 5 8 3
Scenario Percentage 100% 100% 25% 67% 80% 67% 100% 89% 56% 80% 50%
Avg Max Decline 3.54% 4.06% 2.66% 5.51% 5.33% 4.46% 4.70% 2.47% 5.61% 4.04% 3.77%
Max Decline 7.59% 7.05% 2.66% 11.67% 8.85% 6.91% 10.19% 6.31% 11.68% 9.88% 5.16%
Avg Days To Max Decline 20 18 8 16 19 14 21 13 13 14 9
Avg Max Increase -1.47% -2.38% -0.02% -0.47% -0.64% -0.24% -1.38% -0.91% -1.18% -0.93% 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 9 2
2003 Contract Condition     Yes     Yes       Yes  
Action     No     No       Yes  
High 54.34 55.06 55.30 58.01 59.80 60.55 61.92 65.40 66.78 67.95 66.10
Low 52.70 54.19 54.46 55.04 57.10 57.84 58.46 62.15 64.55 64.03 63.65
Close/Last 54.03 54.57 54.56 57.57 59.77 59.36 61.92 64.76 66.74 64.50 64.75