MRCI Online
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| ScenarioSM Study for March US Dollar Index(ICE) as of Jan 01, 2008 | |||||||||||
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| 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 | 18 | 18 | 19 | 21 | 21 | 21 | 21 | 21 | 22 | 22 | 22 |
| Closed Higher | 7 | 8 | 10 | 12 | 8 | 8 | 8 | 10 | 8 | 13 | 10 |
| Exceeded High | 6 | 7 | 10 | 8 | 4 | 8 | 5 | 8 | 8 | 9 | 8 |
| Scenario Percentage | 86% | 88% | 100% | 67% | 50% | 100% | 62% | 80% | 100% | 69% | 80% |
| Avg Max Increase | 3.37% | 2.65% | 2.81% | 2.10% | 2.96% | 3.43% | 3.18% | 3.19% | 3.35% | 2.83% | 2.29% |
| Max Increase | 7.67% | 8.24% | 6.47% | 6.76% | 5.93% | 10.57% | 5.20% | 6.61% | 8.96% | 4.71% | 5.75% |
| Avg Days To Max Increase | 20 | 10 | 12 | 14 | 18 | 19 | 20 | 18 | 12 | 8 | 10 |
| Avg Max Decline | -0.75% | -0.86% | -0.29% | -0.55% | -0.73% | -0.66% | -0.58% | -1.19% | -0.81% | -1.37% | -0.38% |
| Max Decline | -1.59% | -1.69% | -0.88% | -1.29% | -1.37% | -2.25% | -1.22% | -2.70% | -3.29% | -3.03% | -1.06% |
| Avg Days to Max Decline | 6 | 7 | 7 | 4 | 6 | 6 | 11 | 16 | 6 | 8 | 3 |
| 2007 Contract Condition | Yes | Yes | Yes | Yes | Yes | ||||||
| Action | Yes | No | Yes | Yes | Not Yet | ||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
