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MRCI's ScenarioSM Study
ScenarioSM Study for September US Dollar Index(NYBOT) as of Oct 24, 2003
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 15 16 18 18 18 18 18 18 18 18 18
Closed Higher 7 9 8 10 8 9 5 10 9 9 7
Exceeded High 5 8 7 8 7 8 4 8 9 8 4
Scenario Percentage 71% 89% 88% 80% 88% 89% 80% 80% 100% 89% 57%
Avg Max Increase 2.52% 2.98% 3.41% 3.05% 4.39% 3.26% 3.35% 3.09% 3.09% 2.26% 1.94%
Max Increase 5.41% 6.03% 8.79% 6.46% 11.65% 6.91% 7.43% 8.42% 6.58% 5.79% 2.78%
Avg Days To Max Increase 17 18 14 23 21 20 24 10 11 13 12
Avg Max Decline -0.12% -0.89% -0.63% -1.30% -0.31% -1.22% -0.83% -1.14% -0.55% -0.75% -0.41%
Max Decline -1.29% -2.09% -2.85% -2.58% -0.88% -3.11% -1.58% -1.98% -1.20% -1.51% -1.22%
Avg Days to Max Decline 12 17 5 8 14 12 6 7 7 4 2
2003 Contract Condition                 Yes Yes Yes
Action                 Yes Yes Not Yet
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 Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug
Tested Years 15 16 18 18 18 18 18 18 18 18 18
Closed Lower 8 7 10 8 10 9 13 8 9 9 11
Penetrated Low 5 6 8 7 7 9 9 7 8 8 10
Scenario Percentage 63% 86% 80% 88% 70% 100% 69% 88% 89% 89% 91%
Avg Max Decline 3.91% 4.74% 2.95% 3.85% 4.10% 3.51% 3.79% 4.17% 4.15% 2.53% 5.88%
Max Decline 9.09% 7.55% 7.67% 6.83% 6.82% 7.14% 8.54% 8.15% 7.14% 5.04% 14.53%
Avg Days To Max Decline 19 19 12 17 23 13 14 17 18 9 14
Avg Max Increase 0.04% -0.65% -0.67% -0.59% -1.42% -1.16% -0.49% -0.57% -0.59% -0.97% -0.45%
Max Increase -0.57% -1.90% -1.40% -1.33% -5.25% -3.06% -1.72% -0.90% -1.67% -3.11% -2.29%
Avg Days to Max Increase 8 6 4 5 11 8 4 3 6 4 -69
2003 Contract Condition Yes Yes Yes Yes Yes Yes Yes Yes      
Action Yes Yes Yes Yes Yes Yes Yes Yes      
High 110.40 108.42 107.95 104.55 101.97 102.95 102.48 97.82 95.70 97.80 99.57
Low 108.26 106.33 103.34 100.47 100.29 97.85 97.80 92.83 92.59 94.30 95.67
Close/Last 108.26 108.03 103.34 101.16 100.69 99.97 97.86 93.71 95.11 97.14 98.10