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MRCI's ScenarioSM Study
ScenarioSM Study for June US Dollar Index(NYBOT) as of Jul 29, 2004
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 14 15 16 18 18 19 19 19 19 19 19
Closed Higher 7 7 5 7 9 7 11 8 10 6 10
Exceeded High 5 4 5 5 8 7 9 7 9 5 7
Scenario Percentage 71% 57% 100% 71% 89% 100% 82% 88% 90% 83% 70%
Avg Max Increase 2.71% 2.77% 3.77% 2.55% 3.09% 3.41% 3.11% 4.51% 3.53% 2.15% 1.49%
Max Increase 6.70% 5.64% 10.09% 5.33% 6.34% 8.77% 6.44% 11.75% 7.13% 2.71% 3.26%
Avg Days To Max Increase 13 17 18 20 18 11 18 20 20 14 8
Avg Max Decline -0.06% -0.60% -0.22% -0.10% -0.99% -0.64% -1.56% -0.58% -1.32% -0.94% -0.75%
Max Decline -1.21% -1.11% -1.49% -1.22% -2.27% -3.15% -2.98% -1.04% -3.17% -1.69% -2.01%
Avg Days to Max Decline 2 5 3 12 17 5 9 13 12 6 3
2004 Contract Condition Yes Yes         Yes   Yes Yes  
Action Yes No         Yes   Yes 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 Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Tested Years 14 15 16 18 18 19 19 19 19 19 19
Closed Lower 7 8 11 11 9 12 8 11 9 13 9
Penetrated Low 6 8 10 8 8 10 7 7 9 9 6
Scenario Percentage 86% 100% 91% 73% 89% 83% 88% 64% 100% 69% 67%
Avg Max Decline 3.28% 3.45% 2.88% 4.56% 5.34% 2.99% 3.92% 4.14% 3.46% 2.61% 5.29%
Max Decline 4.91% 7.62% 5.57% 9.26% 8.25% 8.05% 7.19% 6.88% 7.18% 5.32% 13.22%
Avg Days To Max Decline 18 17 19 21 17 12 20 23 13 7 18
Avg Max Increase -1.09% -0.29% -0.96% -0.08% -0.53% -0.79% -0.76% -1.58% -1.34% -0.50% -0.73%
Max Increase -3.62% -1.88% -2.98% -1.30% -2.05% -1.55% -1.48% -5.46% -3.06% -2.05% -1.51%
Avg Days to Max Increase 13 5 13 8 4 5 5 11 7 3 3
2004 Contract Condition     Yes Yes Yes Yes   Yes     Yes
Action     Yes Yes Yes Yes   No     Yes
High 98.41 100.60 100.35 94.39 94.97 91.29 88.53 88.62 90.37 91.79 92.50
Low 95.58 97.15 93.60 92.38 91.14 87.25 85.71 85.21 87.62 87.30 88.59
Close/Last 98.34 99.36 94.06 93.75 91.14 87.68 87.83 87.81 87.95 90.68 88.98