MRCI Online
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| ScenarioSM Study for June British Pound(CME) as of Dec 27, 2023 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 29 | 32 | 36 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | 45 | |
| Closed Higher | 18 | 10 | 19 | 24 | 19 | 23 | 17 | 22 | 21 | 32 | 15 | |
| Exceeded High | 13 | 8 | 13 | 18 | 16 | 15 | 11 | 15 | 18 | 19 | 10 | |
| Scenario Percentage | 72% | 80% | 68% | 75% | 84% | 65% | 65% | 68% | 86% | 59% | 67% | |
| Avg Max Increase | 2.62% | 3.97% | 4.50% | 4.26% | 3.61% | 3.25% | 3.26% | 3.75% | 3.86% | 3.31% | 1.75% | |
| Max Increase | 6.12% | 9.64% | 14.16% | 10.02% | 9.10% | 7.63% | 8.23% | 9.18% | 12.92% | 12.45% | 3.32% | |
| Avg Days To Max Increase | 15 | 15 | 19 | 15 | 19 | 17 | 16 | 18 | 21 | 14 | 8 | |
| Avg Max Decline | -1.70% | -0.45% | -0.77% | -0.74% | -1.01% | -0.67% | -0.78% | -1.18% | -1.39% | -1.11% | -0.48% | |
| Max Decline | -8.30% | -1.45% | -2.05% | -2.93% | -3.72% | -1.86% | -2.63% | -2.69% | -5.11% | -4.15% | -1.16% | |
| Avg Days to Max Decline | 10 | 8 | 14 | 6 | 9 | 6 | 8 | 8 | 7 | 9 | 3 | |
| 2023 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.
