MRCI Online
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| ScenarioSM Study for September 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 | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
| Tested Years | 21 | 21 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | 23 | |
| Closed Higher | 8 | 10 | 10 | 13 | 9 | 11 | 8 | 13 | 11 | 13 | 9 | |
| Exceeded High | 6 | 8 | 8 | 10 | 8 | 10 | 7 | 11 | 11 | 9 | 5 | |
| Scenario Percentage | 75% | 80% | 80% | 77% | 89% | 91% | 88% | 85% | 100% | 69% | 56% | |
| Avg Max Increase | 2.53% | 3.02% | 3.45% | 2.84% | 3.98% | 3.56% | 3.36% | 2.84% | 2.92% | 3.06% | 2.30% | |
| Max Increase | 5.41% | 6.14% | 8.79% | 6.46% | 11.65% | 6.91% | 7.43% | 8.42% | 6.58% | 9.50% | 3.74% | |
| Avg Days To Max Increase | 17 | 19 | 13 | 21 | 21 | 21 | 21 | 10 | 11 | 12 | 12 | |
| Avg Max Decline | -0.40% | -0.94% | -0.71% | -1.34% | -0.42% | -1.12% | -0.94% | -1.05% | -0.51% | -0.68% | -0.44% | |
| Max Decline | -1.29% | -2.09% | -3.13% | -2.62% | -0.88% | -3.11% | -1.58% | -1.98% | -1.20% | -1.51% | -1.37% | |
| Avg Days to Max Decline | 10 | 14 | 5 | 8 | 14 | 12 | 8 | 7 | 6 | 4 | 2 | |
| 2008 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | No | Yes | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
