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MRCI's ScenarioSM Study
ScenarioSM Study for December Australian Dollar(CME) as of Jan 10, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 5 5 5 12 13 14 15 16 16 16 16
Closed Higher 1 2 3 7 5 5 6 10 7 9 10
Exceeded High 1 2 3 6 4 4 6 9 7 8 7
Scenario Percentage 100% 100% 100% 86% 80% 80% 100% 90% 100% 89% 70%
Avg Max Increase 3.33% 5.02% 4.93% 4.05% 1.17% 2.37% 2.76% 2.68% 2.90% 3.88% 1.67%
Max Increase 3.33% 5.36% 6.41% 7.56% 2.03% 5.82% 5.49% 4.23% 8.93% 8.12% 4.11%
Avg Days To Max Increase 8 19 17 16 14 18 16 16 13 10 9
Avg Max Decline 1.05% 0.65% -1.37% -0.31% -0.64% -1.52% -0.60% -0.93% -0.79% -0.18% -0.40%
Max Decline 1.05% 0.45% -1.76% -1.65% -1.83% -3.44% -1.19% -3.23% -2.39% -1.24% -1.25%
Avg Days to Max Decline 1 16 5 3 9 9 7 8 9 6 3
2002 Contract Condition   Yes Yes Yes Yes     Yes   Yes Yes
Action   Yes Yes Yes Yes     Yes   Yes Yes
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 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Tested Years 5 5 5 12 13 14 15 16 16 16 16
Closed Lower 4 3 2 5 8 9 9 6 9 7 6
Penetrated Low 2 2 2 5 7 6 8 4 5 6 2
Scenario Percentage 50% 67% 100% 100% 88% 67% 89% 67% 56% 86% 33%
Avg Max Decline 8.40% 6.84% 3.85% 3.93% 2.37% 4.62% 4.75% 6.19% 4.80% 2.60% 2.35%
Max Decline 11.65% 8.78% 6.42% 10.10% 6.18% 11.65% 9.88% 11.09% 6.45% 6.50% 3.69%
Avg Days To Max Decline 18 15 9 22 15 12 17 29 25 16 9
Avg Max Increase -0.72% -0.49% 0.33% -1.31% -1.46% -0.94% -1.29% -0.78% -1.70% -1.54% -0.03%
Max Increase -0.93% -0.61% 0.10% -2.41% -4.71% -2.36% -5.96% -2.67% -3.42% -2.10% -0.16%
Avg Days to Max Increase 1 7 2 14 13 10 9 16 10 10 1
2002 Contract Condition Yes         Yes Yes   Yes    
Action No         Yes Yes   No    
High 51.42 50.95 52.41 53.49 55.77 56.90 56.08 54.92 54.95 55.70 56.55
Low 49.58 49.83 51.00 51.81 52.69 54.75 52.80 52.02 53.46 53.75 55.34
Close/Last 49.65 50.77 52.41 52.90 55.77 55.55 53.53 54.57 53.92 55.35 55.92