MRCI Online
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| ScenarioSM Study for June Canadian Dollar(CME) as of Jan 01, 2009 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 27 | 28 | 29 | 31 | 31 | 31 | 31 | 32 | 32 | 32 | 32 | |
| Closed Higher | 12 | 19 | 18 | 16 | 13 | 16 | 11 | 14 | 17 | 20 | 14 | |
| Exceeded High | 9 | 15 | 13 | 11 | 12 | 13 | 10 | 12 | 12 | 16 | 7 | |
| Scenario Percentage | 75% | 79% | 72% | 69% | 92% | 81% | 91% | 86% | 71% | 80% | 50% | |
| Avg Max Increase | 2.78% | 3.07% | 2.93% | 1.97% | 1.91% | 1.94% | 2.15% | 2.59% | 3.08% | 1.95% | 1.28% | |
| Max Increase | 5.50% | 11.46% | 9.39% | 4.29% | 4.34% | 4.98% | 4.31% | 5.71% | 9.95% | 7.88% | 2.82% | |
| Avg Days To Max Increase | 23 | 21 | 15 | 14 | 20 | 19 | 16 | 21 | 18 | 12 | 9 | |
| Avg Max Decline | -0.07% | -0.43% | -0.27% | -0.43% | -0.93% | -0.83% | -0.76% | -0.90% | -0.49% | -0.51% | -0.48% | |
| Max Decline | -0.45% | -2.51% | -1.89% | -2.21% | -3.26% | -4.68% | -2.02% | -3.58% | -1.59% | -1.99% | -0.83% | |
| Avg Days to Max Decline | 2 | 5 | 8 | 3 | 15 | 11 | 8 | 8 | 6 | 6 | 3 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||||
| Action | Yes | Yes | Yes | Yes | No | Yes | Not Yet | |||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
