MRCI Online
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| ScenarioSM Study for March Canadian Dollar(CME) as of Jan 01, 2015 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 35 | 37 | 37 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | 38 | |
| Closed Higher | 23 | 16 | 22 | 19 | 21 | 26 | 18 | 14 | 21 | 12 | 20 | |
| Exceeded High | 19 | 9 | 16 | 13 | 18 | 18 | 12 | 13 | 18 | 11 | 13 | |
| Scenario Percentage | 83% | 56% | 73% | 68% | 86% | 69% | 67% | 93% | 86% | 92% | 65% | |
| Avg Max Increase | 2.45% | 2.30% | 2.02% | 2.83% | 2.78% | 2.79% | 2.12% | 1.93% | 2.01% | 1.79% | 1.60% | |
| Max Increase | 10.35% | 4.44% | 3.96% | 5.66% | 11.64% | 9.54% | 4.41% | 4.07% | 4.62% | 4.39% | 3.66% | |
| Avg Days To Max Increase | 19 | 19 | 22 | 19 | 17 | 16 | 15 | 19 | 18 | 9 | 9 | |
| Avg Max Decline | -0.58% | -1.33% | -0.52% | -0.66% | -0.50% | -0.56% | -0.49% | -1.03% | -0.79% | -0.69% | -0.27% | |
| Max Decline | -2.05% | -6.78% | -1.87% | -2.99% | -2.56% | -2.54% | -2.24% | -3.31% | -4.63% | -2.04% | -1.31% | |
| Avg Days to Max Decline | 8 | 13 | 10 | 10 | 5 | 9 | 5 | 15 | 9 | 7 | 2 | |
| 2014 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | Yes | No | No | Not Yet | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
