MRCI Online
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| ScenarioSM Study for March US Dollar Index(ICE) as of Jan 01, 2016 | ||||||||||||
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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 | 26 | 26 | 27 | 29 | 29 | 29 | 29 | 29 | 30 | 30 | 30 | |
| Closed Higher | 9 | 15 | 11 | 15 | 13 | 11 | 10 | 16 | 12 | 17 | 14 | |
| Exceeded High | 8 | 13 | 10 | 10 | 7 | 11 | 7 | 10 | 11 | 12 | 11 | |
| Scenario Percentage | 89% | 87% | 91% | 67% | 54% | 100% | 70% | 63% | 92% | 71% | 79% | |
| Avg Max Increase | 3.79% | 2.07% | 2.81% | 3.22% | 4.45% | 4.06% | 3.29% | 3.77% | 3.50% | 3.07% | 2.28% | |
| Max Increase | 7.91% | 8.24% | 6.47% | 9.57% | 13.34% | 12.90% | 5.20% | 8.18% | 8.96% | 5.67% | 5.31% | |
| Avg Days To Max Increase | 17 | 13 | 12 | 15 | 19 | 18 | 21 | 18 | 14 | 9 | 10 | |
| Avg Max Decline | -0.78% | -1.08% | -0.29% | -0.43% | -0.80% | -0.65% | -0.69% | -1.08% | -0.82% | -1.43% | -0.29% | |
| Max Decline | -2.17% | -3.49% | -0.88% | -1.29% | -2.62% | -2.25% | -1.87% | -2.70% | -3.29% | -3.03% | -1.06% | |
| Avg Days to Max Decline | 8 | 10 | 7 | 3 | 7 | 6 | 9 | 15 | 6 | 7 | 2 | |
| 2015 Contract Condition | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
| Action | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | Yes | |||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
