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MRCI's ScenarioSM Study
ScenarioSM Study for March US Dollar Index(NYBOT) as of May 28, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 16 16 16 18 18 18 18 18 19 19 19
Closed Higher 5 9 8 9 8 6 7 9 7 11 9
Exceeded High 4 7 8 7 4 6 4 8 7 8 7
Scenario Percentage 80% 78% 100% 78% 50% 100% 57% 89% 100% 73% 78%
Avg Max Increase 3.07% 2.58% 3.03% 2.37% 2.96% 3.72% 3.26% 3.19% 3.52% 2.74% 1.91%
Max Increase 7.03% 8.24% 6.47% 6.76% 5.93% 10.57% 5.20% 6.61% 8.96% 4.71% 3.45%
Avg Days To Max Increase 20 11 16 16 18 20 21 18 10 7 9
Avg Max Decline -0.84% -1.09% -0.27% -0.21% -0.58% -0.57% -0.54% -1.19% -0.83% -1.49% -0.29%
Max Decline -1.59% -1.97% -0.83% -1.22% -1.11% -2.25% -1.22% -2.70% -3.29% -3.03% -1.06%
Avg Days to Max Decline 6 7 8 5 5 6 14 16 6 8 2
2004 Contract Condition     Yes Yes Yes         Yes  
Action     Yes Yes No         Yes  
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 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb
Tested Years 16 16 16 18 18 18 18 18 19 19 19
Closed Lower 11 7 8 9 10 12 11 9 12 8 9
Penetrated Low 8 5 7 8 10 11 7 8 9 6 5
Scenario Percentage 73% 71% 88% 89% 100% 92% 64% 89% 75% 75% 56%
Avg Max Decline 3.71% 4.65% 3.31% 2.66% 3.63% 3.53% 5.27% 5.53% 3.39% 3.80% 7.06%
Max Decline 7.70% 7.07% 6.03% 4.69% 8.06% 7.93% 9.26% 8.53% 8.15% 7.30% 13.60%
Avg Days To Max Decline 15 15 16 14 15 21 21 17 13 11 15
Avg Max Increase -0.11% -0.40% -0.39% -0.93% -0.42% -0.87% -0.25% -0.78% -1.14% -0.87% -0.53%
Max Increase -1.28% -1.19% -1.52% -3.45% -2.76% -3.21% -1.50% -2.09% -1.68% -1.53% -1.21%
Avg Days to Max Increase 7 3 5 12 6 12 7 4 6 5 3
2004 Contract Condition Yes Yes       Yes Yes Yes Yes    
Action Yes Yes       Yes Yes Yes Yes    
High 103.18 98.38 96.29 98.32 100.10 99.92 93.97 94.70 91.00 88.17 88.18
Low 98.82 93.57 93.46 95.18 96.75 93.00 91.70 90.56 86.70 85.10 84.77
Close/Last 98.82 94.51 95.89 97.94 98.94 93.61 93.30 90.69 87.26 87.42 87.42