MRCI's ScenarioSM Study

ScenarioSM Study for September US Dollar Index(NYBOT) as of Apr 30, 2006
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	17	18	20	20	20	20	20	20	20	20	20
Closed Higher	7	9	8	12	8	11	7	11	10	11	7
Exceeded High	5	8	7	10	7	10	6	9	10	8	4
Scenario Percentage	71%	89%	88%	83%	88%	91%	86%	82%	100%	73%	57%
Avg Max Increase	2.52%	2.98%	3.41%	2.85%	4.39%	3.56%	3.54%	3.12%	2.97%	2.29%	2.13%
Max Increase	5.41%	6.03%	8.79%	6.46%	11.65%	6.91%	7.43%	8.42%	6.58%	6.04%	3.03%
Avg Days To Max Increase	17	18	14	21	21	21	23	10	11	13	14
Avg Max Decline	-0.12%	-0.89%	-0.63%	-1.32%	-0.31%	-1.11%	-0.90%	-1.09%	-0.50%	-0.75%	-0.78%
Max Decline	-1.29%	-2.09%	-2.85%	-2.62%	-0.88%	-3.11%	-1.58%	-1.98%	-1.20%	-1.51%	-1.50%
Avg Days to Max Decline	12	17	5	8	14	12	5	7	6	4	6
2006 Contract Condition	Yes	Yes			Yes
Action	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	Oct	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug
Tested Years	17	18	20	20	20	20	20	20	20	20	20
Closed Lower	10	9	12	8	12	9	13	9	10	9	13
Penetrated Low	7	8	9	7	8	9	9	8	9	8	12
Scenario Percentage	70%	89%	75%	88%	67%	100%	69%	89%	90%	89%	92%
Avg Max Decline	4.52%	4.51%	2.89%	3.85%	3.76%	3.51%	3.79%	3.95%	3.91%	2.75%	5.31%
Max Decline	9.09%	7.55%	7.67%	6.83%	6.82%	7.14%	8.54%	8.15%	7.14%	5.15%	14.53%
Avg Days To Max Decline	22	19	13	17	21	13	14	17	18	8	14
Avg Max Increase	-0.25%	-0.68%	-0.69%	-0.59%	-1.37%	-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	7	5	6	5	10	8	4	4	5	4	-56
2006 Contract Condition			Yes	Yes		Yes	Yes	Yes
Action			Yes	No		Yes	Yes
High	89.46	91.40	91.02	88.98	90.00	90.39	89.49	85.43
Low	87.75	88.79	88.50	87.15	88.50	88.18	85.42	84.92
Close/Last	89.15	90.65	90.36	88.19	89.33	89.04	85.53	85.43