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MRCI's ScenarioSM Study
ScenarioSM Study for September British Pound(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 13 15 18 28 28 29 29 29 29 29 29
Closed Higher 4 4 13 10 13 16 15 11 17 14 15
Exceeded High 3 3 8 8 9 13 11 10 14 9 10
Scenario Percentage 75% 75% 62% 80% 69% 81% 73% 91% 82% 64% 67%
Avg Max Increase 2.15% 5.50% 3.01% 3.02% 4.99% 3.32% 4.24% 7.00% 4.46% 3.47% 2.35%
Max Increase 4.25% 9.04% 5.39% 8.91% 9.44% 6.52% 8.63% 12.65% 13.11% 10.35% 7.99%
Avg Days To Max Increase 16 15 17 14 15 20 25 22 19 10 9
Avg Max Decline -0.82% -1.93% -0.27% -0.94% -0.51% -1.32% -0.82% -1.34% -0.46% -1.31% -0.35%
Max Decline -2.44% -2.87% -1.25% -3.13% -2.55% -4.48% -2.07% -3.02% -3.08% -3.63% -1.60%
Avg Days to Max Decline 12 5 3 6 5 7 10 5 10 8 4
2003 Contract Condition     Yes Yes   Yes Yes Yes Yes    
Action     Yes No   Yes Yes Yes No    
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 13 15 18 28 28 29 29 29 29 29 29
Closed Lower 8 11 5 18 15 13 14 18 12 15 14
Penetrated Low 5 5 5 14 11 10 14 13 10 12 9
Scenario Percentage 63% 45% 100% 78% 73% 77% 100% 72% 83% 80% 64%
Avg Max Decline 3.33% 2.78% 6.22% 3.76% 3.98% 4.07% 5.34% 5.26% 3.59% 2.93% 6.83%
Max Decline 6.11% 9.82% 11.58% 7.99% 12.12% 8.21% 11.56% 12.29% 9.00% 6.65% 18.08%
Avg Days To Max Decline 22 17 19 18 19 17 15 15 8 12 14
Avg Max Increase -1.02% -1.45% 0.03% -0.72% -1.30% -0.82% -0.75% -0.80% -0.89% -1.05% -0.86%
Max Increase -4.68% -3.12% -1.42% -3.23% -3.05% -3.41% -2.18% -2.34% -2.36% -3.52% -2.08%
Avg Days to Max Increase 3 11 3 5 12 7 6 3 7 7 5
2003 Contract Condition Yes Yes     Yes         Yes Yes
Action No No     Yes         Yes Yes
High 153.42 155.84 158.18 162.70 162.32 159.28 158.80 164.34 168.00 166.66 161.54
Low 151.22 151.54 152.88 156.46 155.20 154.38 153.48 158.10 161.40 157.70 156.04
Close/Last 153.40 152.62 158.18 162.12 155.50 156.26 158.42 162.80 164.68 160.46 157.40