MRCI Online
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| ScenarioSM Study for March US Dollar Index(ICE) as of Jan 01, 2013 | ||||||||||||
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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 | 23 | 23 | 24 | 26 | 26 | 26 | 26 | 26 | 27 | 27 | 27 | |
| Closed Higher | 9 | 12 | 11 | 13 | 11 | 10 | 9 | 13 | 11 | 15 | 12 | |
| Exceeded High | 8 | 10 | 10 | 9 | 5 | 10 | 6 | 9 | 10 | 11 | 9 | |
| Scenario Percentage | 89% | 83% | 91% | 69% | 45% | 100% | 67% | 69% | 91% | 73% | 75% | |
| Avg Max Increase | 3.79% | 2.36% | 2.81% | 2.93% | 5.03% | 4.17% | 3.17% | 3.28% | 3.28% | 2.86% | 2.23% | |
| Max Increase | 7.91% | 8.24% | 6.47% | 9.57% | 13.34% | 12.90% | 5.20% | 6.61% | 8.96% | 4.71% | 5.75% | |
| Avg Days To Max Increase | 17 | 11 | 12 | 14 | 20 | 17 | 20 | 18 | 13 | 8 | 10 | |
| Avg Max Decline | -0.78% | -0.71% | -0.29% | -0.46% | -1.11% | -0.54% | -0.80% | -1.11% | -0.92% | -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 | 8 | 6 | 7 | 4 | 9 | 5 | 10 | 15 | 6 | 7 | 3 | |
| 2012 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | Yes | Yes | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
