MRCI Online
|
| ScenarioSM Study for December Australian Dollar(CME) as of May 10, 2021 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 23 | 23 | 23 | 30 | 31 | 32 | 33 | 34 | 34 | 34 | 34 | |
| Closed Higher | 10 | 15 | 11 | 19 | 11 | 19 | 17 | 15 | 18 | 21 | 18 | |
| Exceeded High | 6 | 14 | 11 | 15 | 10 | 16 | 15 | 14 | 16 | 16 | 13 | |
| Scenario Percentage | 60% | 93% | 100% | 79% | 91% | 84% | 88% | 93% | 89% | 76% | 72% | |
| Avg Max Increase | 3.81% | 4.98% | 4.39% | 4.42% | 3.08% | 3.74% | 3.32% | 3.85% | 4.16% | 3.84% | 1.81% | |
| Max Increase | 5.69% | 13.48% | 15.16% | 12.59% | 8.58% | 9.61% | 8.52% | 11.04% | 9.75% | 8.12% | 4.11% | |
| Avg Days To Max Increase | 13 | 19 | 15 | 17 | 14 | 17 | 16 | 16 | 16 | 10 | 9 | |
| Avg Max Decline | -0.37% | -1.50% | -0.68% | -0.83% | -0.90% | -1.19% | -1.97% | -1.17% | -1.24% | -0.71% | -0.30% | |
| Max Decline | -0.88% | -5.28% | -2.13% | -4.00% | -3.41% | -4.51% | -10.20% | -3.23% | -3.12% | -2.43% | -1.25% | |
| Avg Days to Max Decline | 8 | 8 | 3 | 5 | 9 | 7 | 15 | 6 | 9 | 4 | 2 | |
| 2020 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | ||||||
| Copyright © 1989- Moore Research Center, Inc. All Rights Reserved. |
|---|
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
