MRCI Online
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| ScenarioSM Study for December Australian Dollar(CME) as of Jan 01, 2016 | ||||||||||||
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| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
| Tested Years | 18 | 18 | 18 | 25 | 26 | 27 | 28 | 29 | 29 | 29 | 29 | |
| Closed Higher | 7 | 13 | 9 | 18 | 9 | 15 | 13 | 14 | 15 | 20 | 16 | |
| Exceeded High | 5 | 12 | 9 | 14 | 8 | 12 | 12 | 13 | 13 | 16 | 11 | |
| Scenario Percentage | 71% | 92% | 100% | 78% | 89% | 80% | 92% | 93% | 87% | 80% | 69% | |
| Avg Max Increase | 4.16% | 4.92% | 5.02% | 4.16% | 2.61% | 3.52% | 3.53% | 4.12% | 4.68% | 3.84% | 1.75% | |
| Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 5.02% | 9.61% | 8.52% | 11.04% | 9.75% | 8.12% | 4.11% | |
| Avg Days To Max Increase | 11 | 19 | 15 | 18 | 13 | 15 | 19 | 17 | 14 | 10 | 9 | |
| Avg Max Decline | -0.27% | -1.64% | -0.55% | -0.74% | -1.07% | -1.29% | -2.07% | -1.23% | -1.06% | -0.71% | -0.40% | |
| Max Decline | -0.84% | -5.28% | -1.76% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.25% | |
| Avg Days to Max Decline | 2 | 9 | 3 | 5 | 12 | 7 | 17 | 7 | 8 | 4 | 3 | |
| 2015 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.
