MRCI Online
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| ScenarioSM Study for June US Dollar Index(ICE) as of Jan 01, 2009 | ||||||||||||
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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 | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
| Tested Years | 21 | 22 | 22 | 22 | 22 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 11 | 9 | 8 | 8 | 10 | 9 | 13 | 9 | 11 | 8 | 13 | |
| Exceeded High | 6 | 4 | 8 | 6 | 8 | 8 | 10 | 8 | 10 | 6 | 11 | |
| Scenario Percentage | 55% | 44% | 100% | 75% | 80% | 89% | 77% | 89% | 91% | 75% | 85% | |
| Avg Max Increase | 2.43% | 2.83% | 3.19% | 2.55% | 3.09% | 3.25% | 3.01% | 4.10% | 3.63% | 2.87% | 1.61% | |
| Max Increase | 6.70% | 5.64% | 10.46% | 5.33% | 6.34% | 8.79% | 6.44% | 11.75% | 7.13% | 5.84% | 3.39% | |
| Avg Days To Max Increase | 15 | 18 | 15 | 19 | 18 | 13 | 18 | 19 | 21 | 16 | 10 | |
| Avg Max Decline | -0.52% | -0.73% | -0.69% | -0.38% | -1.07% | -0.67% | -1.44% | -0.62% | -1.28% | -0.92% | -0.72% | |
| Max Decline | -1.21% | -1.38% | -2.35% | -1.22% | -2.70% | -3.15% | -2.98% | -1.04% | -3.17% | -1.69% | -2.01% | |
| Avg Days to Max Decline | 3 | 6 | 5 | 10 | 13 | 5 | 8 | 12 | 13 | 6 | 5 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | ||||||||
| Action | No | No | Not Yet | Yes | ||||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
