MRCI Online
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| ScenarioSM Study for March US Dollar Index(ICE) as of Dec 31, 2010 | ||||||||||||
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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 | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 21 | 21 | 22 | 24 | 24 | 24 | 24 | 24 | 25 | 25 | 25 | |
| Closed Higher | 8 | 10 | 11 | 13 | 10 | 9 | 9 | 11 | 10 | 15 | 12 | |
| Exceeded High | 7 | 9 | 10 | 9 | 5 | 9 | 6 | 8 | 9 | 11 | 9 | |
| Scenario Percentage | 88% | 90% | 91% | 69% | 50% | 100% | 67% | 73% | 90% | 73% | 75% | |
| Avg Max Increase | 3.20% | 2.40% | 2.81% | 2.93% | 5.03% | 4.48% | 3.17% | 3.19% | 3.43% | 2.74% | 1.82% | |
| Max Increase | 7.67% | 8.24% | 6.47% | 9.57% | 13.34% | 12.90% | 5.20% | 6.61% | 8.96% | 4.71% | 3.45% | |
| Avg Days To Max Increase | 19 | 11 | 12 | 14 | 20 | 19 | 20 | 18 | 13 | 8 | 9 | |
| Avg Max Decline | -0.96% | -0.79% | -0.29% | -0.46% | -1.11% | -0.63% | -0.80% | -1.19% | -0.93% | -1.41% | -0.30% | |
| Max Decline | -2.17% | -1.69% | -0.88% | -1.29% | -2.62% | -2.25% | -1.87% | -2.70% | -3.29% | -3.03% | -1.06% | |
| Avg Days to Max Decline | 9 | 7 | 7 | 4 | 9 | 5 | 10 | 16 | 6 | 7 | 3 | |
| 2010 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | 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.
