MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for September US Dollar Index(NYBOT) as of Oct 04, 2004
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 16 17 19 19 19 19 19 19 19 19 19
Closed Higher 7 9 8 11 8 10 6 10 9 10 7
Exceeded High 5 8 7 9 7 9 5 8 9 8 3
Scenario Percentage 71% 89% 88% 82% 88% 90% 83% 80% 100% 80% 43%
Avg Max Increase 2.52% 2.98% 3.41% 2.97% 4.39% 3.46% 3.06% 3.09% 3.09% 2.24% 1.92%
Max Increase 5.41% 6.03% 8.79% 6.46% 11.65% 6.91% 7.43% 8.42% 6.58% 5.69% 2.68%
Avg Days To Max Increase 17 18 14 22 21 19 22 10 11 12 11
Avg Max Decline -0.12% -0.89% -0.63% -1.44% -0.31% -1.15% -0.94% -1.14% -0.55% -0.75% -0.47%
Max Decline -1.29% -2.09% -2.85% -2.62% -0.88% -3.11% -1.58% -1.98% -1.20% -1.51% -1.22%
Avg Days to Max Decline 12 17 5 9 14 11 6 7 7 4 2
2004 Contract Condition       Yes   Yes Yes     Yes  
Action       Yes   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 16 17 19 19 19 19 19 19 19 19 19
Closed Lower 9 8 11 8 11 9 13 9 10 9 12
Penetrated Low 6 7 9 7 7 9 9 8 9 8 10
Scenario Percentage 67% 88% 82% 88% 64% 100% 69% 89% 90% 89% 83%
Avg Max Decline 4.33% 4.90% 2.89% 3.85% 4.10% 3.51% 3.79% 3.95% 3.91% 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 21 17 13 17 23 13 14 17 18 9 14
Avg Max Increase -0.18% -0.58% -0.69% -0.59% -1.42% -1.16% -0.49% -0.68% -0.56% -0.97% -0.45%
Max Increase -1.30% -1.90% -1.40% -1.33% -5.25% -3.06% -1.72% -1.46% -1.67% -3.11% -2.29%
Avg Days to Max Increase 8 5 6 5 11 8 4 4 5 4 -69
2004 Contract Condition Yes Yes Yes   Yes     Yes Yes   Yes
Action Yes Yes Yes   No     Yes Yes   Not Yet
High 94.84 95.42 91.74 88.90 89.06 90.28 92.05 92.81 90.64 90.49 90.34
Low 92.83 91.59 88.12 86.24 85.96 88.32 87.80 88.95 88.41 87.20 87.73
Close/Last 94.20 91.59 88.12 88.27 88.25 88.35 91.09 89.34 89.00 90.11 88.96