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MRCI's ScenarioSM Study
ScenarioSM Study for June US Dollar Index(NYBOT) as of Mar 31, 2006
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 15 16 17 19 19 20 20 20 20 20 20
Closed Higher 8 7 5 7 9 7 12 8 11 7 11
Exceeded High 5 4 5 5 8 7 10 7 10 6 8
Scenario Percentage 63% 57% 100% 71% 89% 100% 83% 88% 91% 86% 73%
Avg Max Increase 2.71% 2.77% 3.77% 2.55% 3.09% 3.41% 3.01% 4.51% 3.63% 2.75% 1.70%
Max Increase 6.70% 5.64% 10.09% 5.33% 6.34% 8.77% 6.44% 11.75% 7.13% 5.73% 3.56%
Avg Days To Max Increase 13 17 18 20 18 11 18 20 21 14 10
Avg Max Decline -0.06% -0.60% -0.22% -0.10% -0.99% -0.64% -1.43% -0.58% -1.28% -0.93% -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 8 13 13 6 4
2006 Contract Condition Yes   Yes Yes Yes     Yes      
Action No   Yes Yes No     Yes      
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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 15 16 17 19 19 20 20 20 20 20 20
Closed Lower 7 9 12 12 10 13 8 12 9 13 9
Penetrated Low 6 9 11 9 9 10 7 8 9 9 7
Scenario Percentage 86% 100% 92% 75% 90% 77% 88% 67% 100% 69% 78%
Avg Max Decline 3.28% 3.61% 3.23% 4.66% 4.93% 2.99% 3.92% 3.81% 3.46% 2.69% 4.67%
Max Decline 4.91% 7.62% 6.68% 9.26% 8.25% 8.05% 7.19% 6.88% 7.18% 5.48% 13.22%
Avg Days To Max Decline 18 18 20 22 18 12 20 22 13 9 19
Avg Max Increase -1.09% -0.34% -0.99% -0.15% -0.61% -0.79% -0.76% -1.54% -1.34% -0.50% -0.75%
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 12 7 4 5 5 10 7 3 4
2006 Contract Condition   Yes       Yes Yes   Yes    
Action   Yes       Yes No   Not Yet    
High 89.95 88.10 88.94 89.69 91.69 91.31 89.57 90.53 90.79    
Low 87.90 86.23 85.71 87.98 89.04 89.04 87.40 88.77 88.45    
Close/Last 88.63 86.94 87.86 89.40 90.94 90.63 88.48 89.70 89.39